This is from TSM’s privacy policy
Usage Data
We may also collect information that your browser sends whenever you visit our Service or when you access the Service by or through our desktop application (“Usage Data”).
This Usage Data may include information such as your computer’s Internet Protocol address (e.g. IP address), browser type, browser version, the pages of our Service that you visit, the time and date of your visit, the time spent on those pages, unique device identifiers and other diagnostic data.
When you access the Service by or through our desktop application, this Usage Data may include information such as the IP address of your computer, your computer’s operating system, and your TSM addon settings and data.
Blizzard End User License Agreement points out this
Blizzard’s Ownership
All data and communications generated by, or occurring through, the Platform
What Blizzard is aganist
License Limitations. Blizzard may suspend or revoke your license to use the Platform, or parts, components and/or single features thereof, if you violate, or assist others in violating, the license limitations set forth below. You agree that you will not, in whole or in part or under any circumstances, do the following: Data Mining: Use any unauthorized process or software that intercepts, collects, reads, or “mines” information generated or stored by the Platform; provided, however, that Blizzard may, at its sole and absolute discretion, allow the use of certain third-party user interfaces.
So once TSM’s desktop application used to refresh Auction Data from their server, they also get our information as well. They store it in their servers located in United States or Canada, not even in EU according to their Privacy Policy. It’s also aganist rules but Blizzard might allow if they want according to their End User License Agreement. They are selling in game information such as Black Market Auctions or Blizzard’s free Auction House API related information for premium.
Ofcourse it’s up to Blizzard but I won’t share a single information for an ingame add-on.