
Hi @Ramsey, Dwayne,
Thank you for posting in this community.
First of all, I would like to confirm your problem: the DLP policy you set up does not work and does not send email alerts.
If I understand correctly, we need to work together to narrow down and resolve the situation. So, please kindly provide more information below to let us work further.
1.I know you have probably confirmed your DLP policy many times, but I would like you to double-check that you have configured your DLP policy correctly. In addition, make sure your sensitive information types are supported by SharePoint Server 2016 and that your sensitive information types are in the correct format and pattern.
2.If your DLP policy is fine, let's see if the DLP policy is properly checking for sensitive information.
3.If the DLP policy scans for sensitive information in the log, but the email does not send a notification. First, check if the email is in spam.
Second, ensure SharePoint outgoing email settings are correct. You can refer to this article for configuration.
Note: Microsoft is providing this information as a convenience to you. The sites are not controlled by Microsoft. Microsoft cannot make any representations regarding the quality, safety, or suitability of any software or information found there. Please make sure that you completely understand the risk before retrieving any suggestions from the above link.
Third, log into the web version of outlook to see if you have received a notification e-mail, if so, please follow this article to solve the problem.
Forth, make sure MailTips Options are enabled in the Client.
Steps: Outlook > File > Options > Mail > MailTips Options
Reference: Overview of data loss prevention in SharePoint Server 2016 and 2019.
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