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You can download your google data at https://takeout.google.com/

Not sure if this is only for EU citizens.

Yeah, its better than nothing but that's still not quite as simple as just having a database I can copy off my own phone with all the details.

If you have an iPhone, you can use a utility to extract the location database: https://reincubate.com/support/how-to/export-view-iphone-loc...

If you have an Android, using Google Takeout would likely be the easiest route: https://takeout.google.com/settings/takeout