Are there any evidences that Windows is spying the users ? Let's focus on Windows 10. I am almost sure it does. The things like telemetry and Cortana... However I never saw a proof like university proof or catch Microsoft red-handed and recorded on video which then could be posted on some website.
The second question is related to the applications that claims to block Windows from spying the user. One of the such an application is Windows Anti Beacon. I made a research about such an applications about a year ago. Is there evidence that such an application was spying on its own ? Are they successful in what they claim to do ? Any reliable testing was done and publish online ?
There is plentifull evidence that windows sends large amounts of telemetry to Microsoft. As for how they use the data, no. There is not and likely never will be any evidence of how they use the data they collect.
For anti-spy software, it is next to impossible to make sure it works. Even if there was a paper proving it works on one version of windows, that research would be invalidated with the next update.
To verify an anti-spy program is not spying, check your firewall. A blocker program has no business sending anything more tahn few bytes over the network. Most that it should do is chceck for updates and maybe validate license, which should be small transfer at most once in a few hours.