We can retrieve manually reported messages in the Defender portal with Global Administrator roles and a "Microsoft Defender for Office 365 Plan 2" license.
However, when I apply "Policy Violation" via code and choose the option to report and send from Microsoft Teams, I still do not receive alerts. This thread is already very confusion, hence closing this thread here. Those who are not receiving alerts while manually reporting messages via Team, please use the required license and role.
Will create separate thread for policy violation stuff.