Is this user in your organization?
Microsoft will not disclose personal data. Data in Teams resides in the geographic region associated with your Microsoft 365 or Office 365 organization. For more details about its privacy, you could learn it from this article.
In your situation, you could try to block people outside your organization who send you chats in Microsoft Teams.
- Select Chats to open the chat list.
- Select the chat with the person.
- Select ‘more option…’, and then select Block.
When you block someone, they won't be able to message you in Teams. They also can't check your status.
Besides, you could also contact with the IT admin to add their domain to the blocked list.
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