I have designed a app. I have questions regarding customer/data_request webhooks
In what format does Shopify expect app developers to respond to these webhooks?
Should our response be sent back to the merchant's email (even though the customer requested this data)?
As mentioned in the Shopify documentation when a customer requests their data from a store owner, Shopify sends a payload on the customers/data_request topic to the apps installed on that store. If your app has been granted access to customers or orders, then you receive a data request webhook with the resource IDs of the data that you need to provide to the store owner. It's your responsibility to provide this data to the store owner directly.
This means you need to send the data to the merchant/store owner which the merchant needs to process and send the details to the customer. Alternatively, you can create a template and send the details directly to the customer on behalf of the Merchant.
You need to respond back to this webhook with a 200 success response.
Documentation: Link