Re: Pretty obvious - a keylogger was installed
> The install collates the data into a form ready to send, checks the privacy settings, then reports that the diagnostic data can't be sent due to said, settings.
I will bet you ten quatloos that all the privacy settings in Windows 10 you've turned off will be turned back on without any notice during some software update. It doesn't even require intentional effort by Microsoft (even though I expect there will be) because such is the nature of default settings.