Throttling Policies, Mailbox Audit Script.

Hey Guys, 

I am set to run the following script tonight in our Tenant. The tenant has about 40K active mailboxes and a whole lot more older inactive mailboxes. https://github.com/o365soa/Scripts/blob/master/Configure-MailboxAuditLogging.ps1

This script was recommended to us to enable transferring Mailbox audit logs to the Unified Audit log. I have the change approved and am all set to run it. 

However I am concerned that we are going to run into throttling policies, I understand that I can request an increase for throttling policies, but will that work for the above script? 

I also understand that i would be hitting the PowerShell budget with the above script is that correct? 

Thanks, 

Robert