I had the impression all actual Lightning transaction inherently prevent tracking. What do I miss here?
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Not necessarily. It's a payment channel network built on Bitcoin. It helps with sender privacy but not receiver privacy, especially if the receiver is a custodial wallet like Primal.
No, if they are sent from a custodial wallet they can be tracked quite easily. Either by the custodian through subpoena or with on chain analysis (technically possible, but not very easy)