We literally have wireshark and similar utilities available to all of us to inspect every packet of data coming in to and leaving our phones. You can install pcapdroid right now to see exactly what facebook is doing and where that data is going. This is not complicated stuff.
Now imagine the payday and notoriety that'll go to the security research firm that is doing this kind of work on a regular basis and is able to definitively prove it's happening. Why do you think that hasn't happened yet?
This post seems confusing without additional details. Maybe you can expand on what are the tasks that will make use of that kind of processing power. What are your performance priorities?
Based on your current description, I don't see anything that will stress even a 10 year old CPU.
Also, what uses would you have for an egpu other than basic hardware acceleration? Gaming, A.I, etc...
If you just want to cover your bases, almost any high end x670 board will do the job.