I'll repost an old comment of mine, since it's relevant:
True security/privacy is impossible.
It is a compromise, and it all depends on your threat model; everything is probably "backdoored" some way or another.
However the productive thing isn't 100% blocking these risks, it's mitigating it. It's not feasible to build your own processor, so for example, choose the least worse between Intel ME and AMD PSP. It's sad that we have to live in a world where surveillance is everywhere, but this is how it is for now.
tl;dr: don't worry too much about these, you'll still be backdoored one way or another, what is important is making it harder for them