@Hernandez, Ruben,Thanks for posting in Q&A.
From your description, I know that you encountered and issue that when users log into computers all icons disappear, they see an Application Control window when launched start menu or explorer or settings.
For the error message you provided, I found that there may be one WDAC policy named SIPolicyEnfWDAG blocking launch start menu or explorer or settings.
We suggest that you check whether exists the policy in Intune and refer the link below to remove it:
Hope this can be helpful. If there is any update, please let me know.
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