Then no, this is not possible. We originally implemented functionality which could theoretically allow you to see in which Moodle contexts data was held, but we found that this was problematic for several reasons (it added unnecessary delays to the process, it added more complexity, and it allowed data to get stale or more data to be added/removed after it was originally identified). In any case, this would only have identified which course/activity/block/etc. that the data was located, and not exactly what the data is.
From our understanding of the legislation, there is no need for this functionality and so we did not implement it. At this time we have no plans to implement such a feature, and the privacy API does not provide any way for such functionality to be implemented.