An API that connects multiple Microsoft services, enabling data access and automation across platforms
It is possible that you're running into licensing limitations. Microsoft’s retirement notice refers to the legacy alerts endpoint being discontinued in April 2026, after which integrations are expected to pull alerts from Microsoft Defender XDR through Microsoft Graph. If your tenant only has Business Basic and no Defender for Endpoint, Defender for Office 365, Defender for Business, or similar Defender licensing enabled, then there might be no Defender XDR alerts or incidents available for Sophos MDR to ingest through the newer Microsoft Graph security model.
To confirm this in your environment you might want to check whether you have access to the Microsoft Defender portal at security.microsoft.com and whether it contains active alerts or incidents; if it does not, then the Microsoft Graph security endpoints Sophos is trying to use will have no data source because Defender XDR is not present in your licensing.
For additional info, refer to https://learn.microsoft.com/en-us/answers/questions/1338594/i-can-run-legacy-alert-api-(-v1-0-security-alerts)
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hth
Marcin