A cloud-based service included in Microsoft 365, delivering scalable messaging and collaboration features with simplified management and automatic updates.
You could run this command in on-prem server as well:
Search-AdminAuditLog cmdlet
Search-AdminAuditLog -Cmdlets Remove-DistributionGroup
If your distribution groups are created in Office 365 through directory synchronization, that must be managed in the on-premises environment.
And the possible ways to remove the groups in Exchange hybrid are list here: How to delete O365 distribution group in a hybrid environment, if the operation is not performed in Exchange side, I'm afraid they will not be recorded in Exchange admin audit log.
If an Answer is helpful, please click "Accept Answer" and upvote it.
Note: Please follow the steps in our documentation to enable e-mail notifications if you want to receive the related email notification for this thread.