Persistence in modern macOS is only really possible in userspace, as the OS partition is immutable. There are only a handful of places this is possible, which are fairly easy to detect.
Unless border agents are burning 0-days on random passersby, it’s fairly unlikely they installed anything persistent that can’t be removed.
I’ve always been mildly curious about this. When you say “looked through my files” what exactly do you mean? They opened finder and scrolled through the standard folders like downloads, documents, pictures, etc?
Unless border agents are burning 0-days on random passersby, it’s fairly unlikely they installed anything persistent that can’t be removed.