The Cyberspace Administration of China has opened a probe into DeepSeek and Moonshot AI, The Information reported on 22 September. It follows Anthropic's claim that Moonshot routed more than 23 million exchanges to Claude between May and July, and DeepSeek more than 12.1 million over 14 days in July. Beijing wants to know whether sensitive user data left the country in breach of its transfer rules. The timing is bad for both, with DeepSeek mid-fundraise and Moonshot heading for a Hong Kong IPO. Any AI tool built on a Chinese model deserves one question from UK buyers: where do my prompts go? This case shows the answer can be a third provider you never agreed to.