Hi valerie utges,
If you post more detail so that I can better understand exactly what you're trying to do and/or recreate your policy and reproduce the problem, I can probably help figure it out.
Are you having trouble with a DLP policy in Security and Compliance center?
If so, it's important to know that DLP works differently based on workload (Location). For example, when using Exchange Online DLP is invoked upon message submission (when you press send) so actions related to policy matches (such as a policy tip) occur right away. For files in OneDrive or SharePoint, it works a bit differently. DLP is invoked when the crawler indexes content (some minutes after the file is saved) so actions related to policy matches are delayed.
If you want help troubleshooting a specific policy or setting, please send enough detail so that I can recreate your policy in my demo tenant and I'll see what I can do.
David