@Jay , From your description, it seems we want to know if the Microsoft Defender for Endpoint on Mac offer web content filtering.
In the official document, it only mentioned Windows not MacOS. As we are from Windows 365, we are not familiar with this. To get correct answer, we suggest to open a service request with Microsoft Defender for Endpoint support to get help.
https://learn.microsoft.com/en-us/microsoft-365/security/defender-endpoint/contact-support?view=o365-worldwide
Thanks for the understanding and have a nice day!
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