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What do you mean by spying? What are the options really - is it possible to steal the coins from Nano S without having access to the recovery phrase and/or the USB device?
At this moment in time, i don't think there are any vulnerability's described like this...
I was searching for a list of current vulnerability's, and ended up on sites like this one:
https://wallet.fail/wallets/nanos/IIRC, there used to be a vulnerability with app isolation earlyer this year, so you could be fooled to think you were signing (for example) an LTC tx, while in reality you were signing a BTC tx, but IIRC, even this vulnerability was very hard to exploit and if i'm not mistaken it was fixed.
However, ledger did suffer a big data breach, and it's users are constantly getting phishing mails, text messages,... Also, recently it seems like somebody succeeded in contaminating amazon's stock with pre-initialised device(s).
I'm not saying this is the case here... New vulnerability's get found all the time (well, not for hw wallets per sé, but in general) so in theory it is possible you fell victim to a new vulnerability. This being said: odds are bigger someone got their hands on your seed or your physical device...
EDIT: by the way, i'm not victim-blaming here... I'm relatively strict when it comes to opsec (not as strict as some other members, but still, i think i do OK), but a while ago i almost fell for an obvious scam myself: my grandmother passed away (she was 92 years old at the time, so i guess she had a full life) and while being numb after here passing i didn't pay as close attention as i usually do, and i almost fell for a trap...
What i'm trying to say: everybody has his weak moments... Never say it's impossible that you fell for a phishing attack or an evil maid attack, or an inventory attack.. It only takes one moment without your full attention to fall victim.