Blocking file uploads to all sites, unless safelisted

Hi The737 

This is due to selecting both Devices and MDCA. When you scope to multiple locations, you only get the options that are available in both locations.

To set and Endpoint policy to block service domain uploads you will need to set the policy to Devices only and then within the rule, you will see service domain uploads.

To see this option, select actions > Audit or restrict activities on devices and it will be the first checkbox that you can select.

MDCA from a DLP perspective would not help you in this scenario. 

To set your allowed list of service domains, which means everything else gets blocked, go to compliance.microsoft.com > Data loss prevention > Endpoint DLP settings and find the drop-down for Browser and domain restrictions to sensitive data. Make sure the drop-down for block/allow is set to allow and then set your appropriate sites.