I don't even understand what you want from us? Obviously, to our knowledge, there is no law that specifically states that a supervisor cannot keep the notes "as evidence". (Honestly, if you call your notes evidence for something, then you got bigger problems.) So now you're upset about a lack of law for this, but it isn't as if we can change it. There is probably no law just because no one thought about it or abused it enough to make someone to do something about it. So if you wrote something bad to her (which honestly, to me, is the only reason why you're getting your panties in a twist over this) and you want to save your job, looks like you would have to hire a lawyer to look into this.
OR
You and your supervisor simply have an angry relationship, and you simply want to have the last word and have something to show her so that you can say "See? It's illegal. I own you."
