Seems risky for the government to put any firmware/hardware implants on those devices. The user is naturally going to be suspicious of it because the government had unrestricted access for days/weeks. So there's a high chance that the user might not even use it or will send it to an expert for analysis. If discovered, it's going to look extra bad for the government because there's no doubt that they did it.
As it seems you're new to the idea, look into APTs for a general understanding of how persistent threats can be useful when they're embedded into a target:
https://en.wikipedia.org/wiki/Advanced_persistent_threat
The mechanisms for persisting outside of HDD/SSD data areas and the BIOS can vary. There are a lot of support chips in computers and peripherals. For example, Intels AMT (supposed to secure PCs) has been shown by researchers to be a useful place to put malware.
https://en.wikipedia.org/wiki/Intel_Active_Management_Techno...
I'm not personally sure if there's active malware using that vector yet, it's just an example. But it also wouldn't be even slightly surprising.
Does that help? :)
I've also heard of altered USB-C power cables being used to exflitrate data, and a software-altered USB port used as a radio wire
It’s a bit sci-fi, but well within the resources of any of these governments.
But if a super sophisticated approach is used, they could just as well catch and prepare your computer before you receive it i.e. if you ordered it by mail.
https://www.theatlantic.com/technology/archive/2013/12/nsa-i...
Seems like a one-size-fits-all approach leaves gaps in targeting, so something a bit more Tailored for the others make sense.