I would not be surprised if this would eventually be heavily regulated. It is a bit of a quiet before the storm perhaps. If you look at how heavily medical devices are regulated (I worked in medical devices) I would not be surprised.

Europe already has fairly high standards for ADAS performance to be road-legal. The Comma units don't even attempt to meet that standard. It's possible those requirements don't apply due to some technicality or that installing uncertified safety critical features in your car is perfectly legal, but I wouldn't bet money on either.

No, I think there is no country in Europe where those devices are legal. It is just difficult to prove, that you where actually using them. They are not illegal to have and I think (haven't checked!!) it is allowed to record your CAN while driving.

Usually there is no restriction in custom supplied components, which would void repairs by third parties (i.e. you). In most environments you are whoever not allowed to drive with hands of the steering wheel or if not mentioned explicitly you are not allowed to create unsafe conditions (which where I live means you have to be in control, even with driving aides)

Placing a can monitoring and loggin tool on the obd port is perfectly legal afaik. Sneeky spyware installing insurers do it all the time.

For manipulation via can: ymmv depending on what modifications need to be applied and what security is broken (if any) and you should ask your insurer what they cover. The insurance part is my biggest concern.