Skua

If they kept data without telling you, yes. If they just deleted it after rejecting or ignoring your application then I don’t think they need to say anything

Here’s the .gov page for how to make a complaint about it if you do think that they’re getting up to shit https://www.gov.uk/data-protection/make-a-complaint

Also, just… Good luck, and stay strong. Job hunting really is a fucking miserable experience

The UK has a domestic law identical to the GDPR (usually referred to as UK GDPR if the distinction is needed). It was implemented before we actually left the EU