DLP policy to block US SSN

You have configured both the internal/external sharing conditions, I don't think they can trigger at the same time, so try adjusting that. And make sure you have an actual high confidence match in the content, for SSNs just the number is not considered a high confidence match, you need one of the keywords as well. See Microsoft's documentation for more details: https://learn.microsoft.com/en-us/purview/sit-defn-us-social-security-number