[WaterCheck]

If you aren't physically blocking your webcam's view when not in use, it's a mistake. Plenty of covers you can get on the internet for very cheap.

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I have heard that computers have embedded some special Software (it is ignored by antiviruses), that can track everything, even when the device is turned off. The privacy is an illusion.

Anything software-based can be disabled. However, there is worrisome hardware in a majority of devices these days. Intel CPUs have what is called a Management Engine built into the CPU with its own operating system and network access. Very little is known about it and it could be doing anything. AMD has their own version as well, formally known as the Platform Security Processor, now called AMD Secure Technology. What do these devices do specifically? Only the engineers that created them know.