Data havens are locations with legal environments that are friendly to the concept of a computer network freely holding data and even protecting its content and associated information.
A data haven is "the information equivalent to a tax haven," a country that helps you evade other countries' rules on what you can and can't do with your bits.
Much of the plot revolves around cypherpunk ideas; the leading characters are building a data haven which will allow anonymous financial transactions, and the book is full of cryptography.