Always worry. Just because you arent using a us frontend, there is a very good chance they are using a US back end like AWS, azure, gcp, etc

Always have back ups. Google (or whomever) can always ban your account on a whim for whatever reason. There are plenty of instances of people losing everything. Even high profile people.

I run a local paperless server for documents:

https://docs.paperless-ngx.com/

Honestly, the time for migrating local first had come, if you are technically minded.