Hi,
You can do this via Diagnostic settings on Resource Groups, and Subscriptions which route to an event hub, storage account, or log analytics workspace. Individually this can be done by going to Activity Log > Export Activity Logs.
However, as this seems to be an on going and highly active issue for you it is possible to set the diagnostic settings up automatically via Azure Policy. More info here: https://learn.microsoft.com/en-us/azure/azure-monitor/essentials/diagnostic-settings-policy
Hope this helps.