@angelsm84 Kindly note Microsoft Monitoring Agent can be installed on non-Azure services to collect logs. As MS Defender logs can be sent to Log Analytics workspace as the log events are stored in Event viewer. To enable the event viewer logs to be stored in Log Analytics workspace. Go to Log Analytics workspace -> Advanced Settings -> Data -> Windows Event Logs -> Add the Log name in the highlighted section as shown in image and the click + ( You can get it from event viewer by clicking on Properties of the Log). For more information, refer this article.
To send Log Analytics data to third party tools , you can refer this article which provides detail steps and also the list of third part tools that are supported.