Integrating Microsoft Defender ATP and Microsoft Cloud App Security can help control shadow IT and assist with your security investigations. Microsoft Defender ATP easily integrates with Microsoft Cloud App Security to discover cloud apps and block unsanctioned apps—without requiring extra agents or proxies.
For more tips like this, check out the working remotely playlist at www.youtube.com/FoetronAcademy . Also, if you need any further assistance then you can raise a support ticket and get it addressed.