In order for the feature to work with the abovementioned modem, the GNSS antenna would have to be connected to the modem, rather than connected to the Teseo GNSS module. But, OK, let’s say you are determined to compromise your privacy, so you hack around inside the phone to adjust the antenna connection …
Access to the Teseo GNSS module is controlled. No part of the system can get your fairly accurate GNSS location unless open source software permits it. No part of the system means: neither of the M.2 modules and no application.
The modem runs blackbox firmware and can do whatever it likes with the GNSS location if you connect it up. The modem can directly transmit the location via the mobile network (either using the call interface or using the data interface). The modem could in theory even make it available to software on the phone (via a covert channel).
Edit: The current design also permits offline navigation, where both M.2 modules are off but the camera and mic are on - so you can passively receive your location but without transmitting anything.
None that I am aware of. The design considerations would be the same. You must prevent those cellular modems that have built-in GNSS capability from using that capability.
Edit: PS The Broadmobi BM818 also has GNSS capability but in the current design that capability is not being used (and I am happy about that).