Will submitting a preventive check alert Europol or national authorities to my existence?

No. A data subject access request under Article 36 of the Europol Regulation is a privacy right exercised through Europol’s Data Protection Function, not an operational law enforcement channel. The request is handled administratively and does not trigger alerts to investigating authorities or result in your details being added to any watchlist. Europol is legally prohibited from using the exercise of data protection rights as a basis for operational action. The request simply queries whether data exists — it does not create new data or flag you for investigation.