Disclaimer: I'm not in a position to provide legal or regulatory advice, and the following is only a general observation based on publicly available information.
Regarding data residency concerns when you migrated to Sentinel in Defender portal, even though it does not list Canada as a supported data-at-rest region, this usually doesn't automatically mean that using the Defender portal violates Canadian privacy laws or regulations. Microsoft acts as a data processor - it processes customer data strictly based on your org's instructions and does not use it for its own purposes. That said, each organization's legal obligations can differ depending on its province. We recommend confirming with your corporate legal/compliance department or seeking professional legal advice to ensure your organization's data-handling practices align with applicable Canadian regulations. Many Canadian enterprises already use Microsoft 365 Defender under similar data-processing frameworks.