I know this isn't the kind of certainty you're looking for, but Google Home and Alexa both allow you to enable audio cues for when they start and stop recording. I find this helpful from an accessibility perspective, but the privacy-conscious may also appreciate the indicator.
The iPhone has a lot less tracking built in and has much better privacy controls than Android with Google Play Services, but there are still some avenues for different companies to track you and to have a lot of control over your device.
This is incorrect. If you want to know what your device has heard and processed (or failed to understand), you can look at the Alexa app on your phone. It will tell you what it thought you asked for and what it told you or played for you, and you can replay the recording of your voice request.
Point 2: My phone, an iPhone, offers a way to turn off the keyword-listening functionality - and presents this switch during initial setup. It also offers a way to turn off all tracking functionality. Apple has no financial gain from lying about this.
Point 3: This comes back to point 1. If you don't know what and when the assistant is listening to, you have no idea what phrases are being collected and shipped off. Also, there are plenty of studies floating about the internet about how "anonymized" search engine queries have been collected, studied, and in many cases paint very personal portraits of the people doing searches.