Filter <a> tag

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Is there any way to modify the <a> tag surrounding an element, like e.g. adding data attributes?

Hey do you mean the <a> tags for image links or post thumbnail links?

There is no specific filter for <a> tags only, but you could completely replace the post thumbnail markup with your own markup.
For post thumbnail links you can use the filter:
lg_frontend_postthumbnail

The following code is just an example:

add_filter('lg_frontend_postthumbnail', 'my_theme_lg_frontend_postthumbnail', 10, 3);

function my_theme_lg_frontend_postthumbnail($thumbnail, $element, $obj)){

				$thumbnail = "";
				$attid = get_post_thumbnail_id($element->postid);
				$alt = get_post_meta($attid, '_wp_attachment_image_alt', true);
				$srcset = wp_get_attachment_image_srcset($attid);
				$vw = LayGridderFrontend::get_vw($obj, $element->colspan);
				// is viewport bigger than breakpoint? use $vw as "sizes", otherwise use 100vw
				$sizes = '(min-width: '.(LayGridderOptions::$phone_breakpoint+1).'px) '.$vw.'vw, 100vw';
				$url = wp_get_attachment_url($attid);

				$is_gif = substr($url, -4) == ".gif" ? true : false;

				$thumbnail .= 
				'<a href="'.get_permalink($element->postid).'" data-id="'.$element->postid.'" data-slug="'.get_post_field('post_name', $element->postid).'" data-title="'.htmlentities(get_the_title($element->postid)).'">
					<div class="lg-placeholder" style="padding-bottom:'.($element->ar*100).'%;">';
				if($is_gif){
					$thumbnail .= '<img src="'.$url.'" alt="'.$alt.'">';
				}else{
					$thumbnail .= '<img srcset="'.$srcset.'" sizes="'.$sizes.'" src="'.$url.'" alt="'.$alt.'">';
				}
				$thumbnail .= 
					'</div>
				</a>';

				$thumbnail .= 
				'<div class="lg-caption lg-textformat-parent"><p>'.get_the_title($element->postid).'</p></div>';

return $thumbnail;

}

If you want to change the anchor tag of an image element, that is linked, this is not possible right now.
Because the filter lg_frontend_img only filters the image, not the surrounding anchor tag markup.

Let me know your exact use case and we can create a new filter!