Exchange Online data, including Emails, Calendar Appointments, Contacts and Tasks, can be downloaded to a local computer by any end-user at any time via the Import and Export wizard.
SharePoint Online documents can be downloaded at any time from the workspace into your local computer.
Vanity domain name such as contoso.com can be removed by following the Domain Removal instructions in Online Help.
To download a copy of end-user metadata (such as email address, first and last name, etc.), you can use Powershell cmdlets, including the Get-MsolUser Windows Powershell cmdlet. If you use Exchange Online, you can also utilize the Get-MailUser and Get-User Exchange Powershell commands.