Not quite:

Resilient replicas of your data will live in the US (for now). As we only have one location in Europe so far, the geographically separate copy will remain on servers in one of our US locations.

But in any case, given the chat-control direction, and given the GPSR-bypass for “AI” companies, which EU is moving towards, I have no trust in them more than in the USA.

I think Thunderbird by default does not load external content. Mine always warns me whether I want to allow for remote content when I open a new email, and possibly whether I want to always allow it for a particular sender. I never do.

Check the settings, and possibly reset that option.