Yes it is possible to Azure OpenAI on your data lets you restrict the documents that can be used in responses for different users with Azure Cognitive Search security filters. When you enable document level access, the search results returned from Azure Cognitive Search and used to generate a response will be trimmed based on user Microsoft Entra group membership. You can only enable document-level access on existing Azure Cognitive search indexes.
You can find it in the detailed documentation as mentioned below Document level access control.
The content filtering system integrated into Azure OpenAI Service runs alongside the core models and uses an ensemble of multi-class classification models to detect four categories of harmful content (violence, hate, sexual, and self-harm) at four severity levels respectively (safe, low, medium, and high).
Please find content filtering system in the Microsoft documentation.
I hope the solution is useful to you and then accept the answer.