Install hidden hardware inside mouse

Dear all

In regard of:
Logitech M500s Advanced Corded Mouse

1.
Can a hacker install cellular, Bluetooth, radio or other type of signal hardware inside the mouse.
So the hacker can use the chosen kind of signal to steal data from the system, that the mouse is connected to.
While also the connection is hidden from Windows and the victim.

2.
What kind of skill level would this require?
NSA-level?
Only the manufacturer could do it?

3.
Are there other theoretical ways / methods, that a hacker can exploit the mouse?

I am not seeking illicit advice.
Through good argumentation, I just want to make sure, that it can’t happen to me / highly unlikely.

Thank you