If a tracking number was given to you in plaintext and the market is compromised, LE could link your DNM purchase to your real life address/IP and prosecute. Does that ever happen?
If checking tracking from a TOR IP then does that flag parcel for inspection or draw attention in some way?
Happend in past yes. Though not like investigation started from There, but they used it as additional Evidence. So make sure to use VPN and or don't use an internet connection linked to you