Hello there,
Microsoft Cloud App Security also provides an API interface. Defender for Cloud Apps REST API https://learn.microsoft.com/en-us/defender-cloud-apps/api-introduction
Also, make sure you have also enabled Auditing in Your Environment
There’s also an Unofficial Microsoft Cloud App Security PowerShell module hosted on GitHub and hosted as well in the PowerShell Gallery as stated in the above reply, Why is it unofficial, you ask? Even though this module was designed by Microsoft employees, it is not a formal part of the MCAS product and you will not be able to get support through standard Microsoft channels.
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