They can say whatever they want, but Teslas record damn near everything. Hit the horn? The cameras record everything for 10-15 seconds. Set up the motion detectors and it records for 10-15 seconds if it detects movement outside of your vehicle. I'm 99% sure it works like Alexa where it "only" records the last 10-15 seconds of audio in your vehicle, constantly overwriting...in theory. I'm sure there's no way some of this doesn't go to some data center somewhere...
The car is preloaded with the self-driving software, the 6k you pay for it is to enable the feature.
A base Tesla has 150k lines of code. That's 6 F-35s' worth.
Those cars are a ginormous black box like you'd find on airliners. They will have full telemetry data, cameras, audio, you name it, the car records it. Musk and Co. are going to remove any data that shows them infringing upon a person's rights (given the T's & C's no one reads, that's probably not much) or recording more than people think is being recorded, and then give the remainder to the Feds.