Alright, replies to my initial comment got me motivated to look for the receipts:
https://discord.com/blog/how-discord-stores-billions-of-messages
- yes discord saves every message forever, to an extent that they are almost certainly breaking GDPR laws.
https://www.reddit.com/r/privacy/comments/rsxeee/you_should_never_use_discord_and_heres_why/
https://meaww.com/discord-who-owns-jason-citron-microsoft-acquisition-company-net-worth-10-b-talks
I heard this argument so long ago that basically Discord doesnt sell data but instead shares it with shareholders, which includes many ad companies, including tencent. They probably give this data to their linked partners like twitch and Microsoft. Discord still isnt profitable and they are a public company, they are expected to exhaust every opportunity to give value to those shareholders.
On reddit you can simply use a tampermonkey script to remove your data. On discord, there is no option to delete all your messages. To the extent that there's a discussion worth having about whether Discord is following the GDPR.
Not tackling security issues means discord is okay with third parties exploiting the software to gain info about certain users - which could include hacker groups or government actors targeting single targets.
I dont think discord can give individual messages over, legally, although they are stored unencrypted on Discord's server.