CEX or DEX or P2P, if you do your trade in bank transfers, it will make some data in your bank account and bank transfer history. It is data for banks and whether they know that your bank transfers related to Bitcoin, cryptocurrencies or not, it depends on other data and behaviour of accounts of you and your trade partners.

Assume that banks and governments don't know that you have trades related to cryptocurrencies but if you are trading with a trade partner that is identified by banks and governments, they will find you and ask for more details, evidence of your bank transfers. It's when your trouble starts to appear and you can imagine what might possibly happen next.