Microsoft Anti-Malware engine is very powerful and with technologies like Cloud Protection, Behavior Monitoring ,... . It is not easy for malware to bypass it. However, like any other security products and antimalware technology. There might be possibility of malware which won't get detected by Microsoft Anti-Malware product.
In this case, make sure submit it to Microsoft Anti-Malware team for analysis. It is good idea to login with your Microsoft Account so you could keep track of your submission and also follow up with Microsoft. You could submit sample here:
https://www.microsoft.com/en-us/wdsi/filesubmission
In this website, you may also report incorrect detection where something is safe but incorrectly detects as malicious. By submit sample, you are not only protection your company, but you make Microsoft Anti-Malware engine smarter and stronger and this way you will protect millions of users and organizations globally.
