On a similar note to Cortana, do you have Google Chrome installed? You know when it suggests websites or search terms you haven't been to/used before when you go to type in the url bar? That's doing the same thing Cortana would be doing, except sending stuff to Google's servers instead of Microsoft's. If you're concerned about what Cortana is sending to Microsoft, disable it by opening Cortana -> Notebook (The icon under the home button on the left) -> Settings and turning the first option to 'off'.

More info on what 'basic' sends to Microsoft can be found here under 'What do the different Diagnostic and usage data options mean?': O&O ShutUp10++ means you have full control over which comfort functions under Windows 10 and Windows 11 you wish to use, and you decide when the passing on of your data goes too far. If you're that concerned about the 'tracking' in Windows 10, open Settings -> Privacy -> Feedback & diagnostics and set it to 'basic'. As said by others, these tools can break things in Windows 10.

Windows10 shutup