LearnDash is an LMS plugin for WordPress that lets you create, manage and sell courses from your own WordPress site. It offers a drag-and-drop course builder, a quiz builder, certificates, groups with multiple instructors, analytics, memberships and payment integrations with Stripe, PayPal and WooCommerce. The software is sold on an annual licence and runs on your own WordPress installation; the plugin is commercial and not open source. According to the vendor, this leaves you in control of the platform and learner data.
LearnDash is part of Liquid Web, a managed hosting and WordPress software provider from the United States (its acquisition press release was issued from Lansing, Michigan). That is a foreign parent company, which is relevant because of the CLOUD Act. Where the data resides depends on where you host WordPress. Liquid Web also operates a data centre in Amsterdam (EU-Central region), but you are equally free to choose a European hosting provider. This allows the platform to be set up with European hosting.