It sounds like you are experiencing issues with the override settings in your DLP policies. Here are a few things to check:
Policy Configuration - Ensure that the DLP policy is correctly configured to allow overrides. The override option is per rule, and it must be explicitly set to allow users to provide a business justification.
Rule Actions - Review the specific actions associated with the rules in your DLP policy. If the rule is set to block access and does not allow overrides, users will not see the option to override.
Policy Tips - Make sure that policy tips are enabled in your DLP settings. If policy tips are not configured, users will not receive prompts or notifications regarding the override options.
Email Client Compatibility - Check if you are using a compatible email client. Policy tips and override options are supported in Outlook on the web and Outlook 2013 and later.
For more details refer: Send email notifications and show policy tips for DLP policies
I hope this information helps.
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