Malware protection for Teams links and attachments

You got a lot of features in current subscription with:

Microsoft Defender Antivirus and Device Guard
Microsoft Defender Antimalware
Microsoft Defender Firewall
Microsoft Defender Exploit Guard
Microsoft Defender Credential Guard
BitLocker and BitLocker To Go
Windows Information Protection
Microsoft Defender for Endpoint Plan 1

But as you mentioned you don't have Defender for Office 365 (DFO) with the Threat policies (safe links in Teams, safe attachments etc.)

If applicable consider the add-on license for DFO 365 P1 and leave the third-party? It will be more secure and seamless with the other features.

If not going down that road look up the coexistence when using Microsoft Defender Antivirus and the non-Microsoft antivirus/antimalware solution, i.e., onboarded devices or not in Defender for Endpoint

Microsoft Defender Antivirus compatibility with other security products | Microsoft Learn

Overview of Microsoft Defender for Endpoint Plan 1 | Microsoft Learn

And look at the bigger picture with a zero-trust approach involving available features to minimize impact if malicious links and/or documents are being clicked on in Teams.