Are these apps spyware that collect my information illegal?

Hi everyone, have a nice day

Recently, I have used privacy lockdown (kind of firewall app) to block some internet connection that I think they are spyware trying to steal my personal information. If so, please tell me how to track the owner (followers) that suppose to set up those connection. Many of my personal information has been revealed to my family, colleagues, friend on facebook and more. If I could track the one who set up those illegal connection, could I use it as evidence for suing. Thank you so much for your supporting.