Microsoft Defender Blocking Downloads

Good day, 

We have recently setup our Intune and Defender Endpoint policies using the "Default" settings. 

We are currently on-boarding all the workstations but starting to see an annoying issue. When users try to download files from SharePoint or applications we get a pop up in Edge stating File could not be downloaded - Blocked. 

Where can I find the list of which file types are allowed / blocked so I can amend it accordingly for our use. 

Thanks