Hey,
I've installed the SU yesterday (with the EXE file) and rebooted the server. Today I've removed the mitigation. Only a few minutes After the removal, the Windows Defender detected an Exploit attempt
 
Microsoft Defender Antivirus has detected malware or other potentially unwanted software.
 For more information please see the following:
https://go.microsoft.com/fwlink/?linkid=37020&name=Exploit:Script/ExchgProxyRequest.A!gen&threatid=2147834423&enterprise=0
 	Name: Exploit:Script/ExchgProxyRequest.A!gen
 	ID: 2147834423
 	Severity: Severe
 	Category: Exploit
 	Path: amsi:_\Device\HarddiskVolume5\Windows\System32\inetsrv\w3wp.exe
 	Detection Origin: Unknown
 	Detection Type: Concrete
 	Detection Source: AMSI
 	User: NT AUTHORITY\SYSTEM
 	Process Name: C:\Windows\System32\inetsrv\w3wp.exe
 	Security intelligence Version: AV: 1.379.114.0, AS: 1.379.114.0, NIS: 1.379.114.0
 	Engine Version: AM: 1.1.19800.4, NIS: 1.1.19800.4
 
Should I be worried that the SU don't fully fix the issue?