Where does Trezor get UTXOs from?
As explained in their FAQ, Trezor works together with existing wallet software, it's not a standalone wallet.

What happens is that the wallet you use gets the addresses from your wallet from Trezor and can display your balance with that information. When you want to spend money, it will create a transaction as it would normally do,  but instead of signing the transaction itself, it sends it to Trezor. Trezor will show the transaction on the display and ask for your confirmation. When you confirm, it will sign the transaction with the private keys (that are only stored on the Trezor) and send the signed transaction back to your wallet software, which will broadcast it to the network.