After more than couple dozen hours of trying, here are the main takeaways:

1. I found a couple requests sent by my phone with my precise location + 5 requests that leak my IP address, which can be turned into geolocation using reverse DNS.
2. Learned a lot about the RTB (real-time bidding) auctions and OpenRTB protocol and was shocked by the amount and types of data sent with the bids to ad exchanges.
3. Gave up on the idea to buy my location data from a data broker or a tracking service, because I don’t have a big enough company to take a trial or $10-50k to buy a huge database with the data of millions of people + me. Well maybe I do, but such expense seems a bit irrational. Turns out that EU-based peoples` data is almost the most expensive.

But still, I know my location data was collected and I know where to buy it!