Most of these can be found as part of the Unified audit log: https://learn.microsoft.com/en-us/microsoft-365/compliance/audit-log-search?view=o365-worldwide
You can browse or export the Unified Audit log following the instructions above. If you want to automate the export to external system, you can leverage the Management activities API: https://learn.microsoft.com/en-us/office/office-365-management-api/office-365-management-activity-api-reference?toc=%2Fmicrosoft-365%2Fcompliance%2Ftoc.json&bc=%2Fmicrosoft-365%2Fbreadcrumb%2Ftoc.json&view=o365-worldwide
If you are using Sentinel, there's a built-in workbook you can leverage: https://learn.microsoft.com/en-us/azure/sentinel/data-connectors/office-365