Go to Data Loss Prevention -> Policies in the Misrosoft Purview Management Center. https://compliance.microsoft.com/datalossprevention/policies When creating a new DLP rule, you must set the email scan target to External. During the rule configuration step, set where emails will be scanned under "Violation Type" or "Rule Applies To". In the rule's "Conditions" setting, add conditions to identify emails being relayed to external addresses. For example, you can set conditions using specific keywords, types of attachments, or other characteristics sent to external addresses.