@Terry Conners Thanks for posting in Q&A. From your description, it seems we have applocker to block PowerShell. And want to deploy script to these devices via Intune. If there's any misunderstanding, feel free to let us know.
In General, when the PowerShell script deployed via Intune, Microsoft Intune management Extension service checks and find the script. The script is downloaded to local and run. If PowerShell is blocked, I think it will fail. The is controlled by the device side. Intune can't change it.
For win32 app deployed via Intune. To ensure it can work. Firstly, we will manually install it on device side to confirm. If it can install successfully without any user interaction, then we can try to deploy it via Intune. If the manual install is failed, then it can't deploy via Intune. As a note, if the app is installed under system account, you can use PxExec tool to install it under system account:
https://learn.microsoft.com/en-us/sysinternals/downloads/psexec
Hope it can help.
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