This website
The site is static. It sets no cookies and runs no advertising trackers. The address you paste into the scan box is sent straight to Telegram as part of the bot link; this site does not store it.
The bot
The bot stores your Telegram user id, your username when Telegram provides it, your plan, your filters, your usage counters, the wallets you scanned (kept for a few hours as a cache), your invoices and the on-chain transactions that paid them, and your support tickets. It stores nothing else about you. It does not read your other chats and it does not work in groups.
Payments
Payments are on-chain transfers to a public address. The bot records the transaction signature to match it to your invoice. It never has access to the wallet you paid from.
Retention
Scan caches are pruned every few hours. Usage counters reset with the quota periods. Account and payment records are kept while the account exists and for accounting afterwards.
Requests
To delete your account and its data, open a support ticket in the bot. Deletion removes everything except the on-chain payment records, which cannot be deleted from a blockchain.