On Desktop. Safing PortMaster is probably the simplest tool for the job. It will list every program and every domain contacted by each program.
On Android it’s a bit more complicated.
The simplest version is just checking on the data usage statistics in settings.
On Samsung this gives you total data usage and the detailed view splits it into foreground and background usage.
Firewall apps, DNS and VPN or even more complex applications aimed at network analysis offer more complex options.
NetGuard is an open source firewall app for android and can control network access per app. But more detailed logs require an in-app purchase. I don’t think it allows tracking data usage though.
NextDNS is probably next on the list.
It lets you track all domains contacted. It might be hard to figure out which app contacted the domain.
Monitoring what the anti-virus is doing specifically is more difficult.
The short version is that I use Anti-Virus programs that have a good overall reputation and are recommended by people more knowledgable in CyberSecurity than myself.
I assume that any abuse of trust would eventually be found out and publicised.
These more complex setups generally require some expertise. But things like Corporate Device Management and Network Monitoring tools can be set up to track everything going to and from the phone in far more detail.
To some extent. I’m forced to trust that someone in the cybersecurity community would have these skills and be willing to put in the effort and publish their results. But any Anti-Virus that abuses the trust given to them has a significant reputational risk and competitors may be incentivised to look for and publish any instance of such an abuse.