If I'm reading it correctly, any newer Mac with T2 chip and full disk encryption would not allow data to be exfiltrated unless a user were logged in.
Id wager youd probably be safe because I think the bare USB keyboard support is provided by the UEFI BIOS and no OS level drivers would be initialized yet (e.g. why you can use basic USB keyboard and mouse support in the BIOS), but this is my mildly educated speculation. This is definitely not my area of expertise.
Fpr the same reason, note that if the computer was booted and locked, it would be affected.
what about using their device to install something onto your system rather than retrieving data from it? is it possible to do one of those mischievous flash roms from something like this?