The developers ("us", "our", "the developers") of Nyx ("bot", "software", "service") do not require the storage any specific data from the user ("you", "the user", "member") by default, as the majority of the configuration that lets the bot deliver its features have a default value that allows for it to run as it was originally intended.
To be fully transparent, the only data that is stored on Nyx's own services boils down to user avatars, and uploaded media, which powers the software's logging functionality for server moderation purposes; you can easily opt-out of providing this data to the service by disabling certain log types (as of now; a new backend is in the works to fully disable the feature itself while keeping logs enabled)
Any data that was provided to Nyx is never sold to any third parties, or shared in general for that matter, and we do not gain any benefits or revenue whatsoever by holding any data provided by the user. Everything that is uploaded to Nyx's services is not stored beyond a week, no matter the circumstance. In other words, we do not share your media with anyone else ourselves -- the only way for media hosted on our services to branch out to other people is through direct connections, or people who have the direct access to the logs.
There are precautions put in place by us within the software to limit access to the servers in which your data is stored to only clients that require those servers in order to bring you the software. However, in the extremely rare chance of a data breach, you will be notified within 1-2 business days with everything we know about the incident.