What you write
Ratings, wall entries, quick verdicts, head-to-head votes, library statuses, game comments, chat messages and reactions are all stored against your account. Most of them are the point of the site: a rating nobody can see is not a rating, and a wall chart is written for the next player.
Comments and chat messages are stored as you wrote them, and edits keep the message rather than a history of drafts. When you report a message, the report keeps a copy of the text as it was at that moment — which is why editing something after it has been reported changes nothing.
Chat is not end-to-end encrypted and nobody should treat it as private. Moderators can read messages in any room, including private ones, and blocking somebody hides them from you without hiding them from moderation. Voice is the exception, and only because of how it is built: calls go directly between the browsers in them, nothing is recorded, and there is no transcript for anybody to read afterwards.