I had close to the same experience today. I'd even tried the Microsoft partner support channels. Microsoft/Windows Defender ATP support is apparently only provided to SA customers or if you create a payed Microsoft professional support case. It's a bit strange as Microsoft support is provided for Enterprise Mobility, but perhaps it's only the E3 suite and not E5. I was trying to find the proper support channel for my CSP customer with Microsoft 365 E5 suite, but neither the customer global admin account or my partner admin account could create a support case. I even tried out Cloud Signature Support benefits as a partner :(
I think their is room for improvements, when it comes to Microsoft 365. The support only knows about Exchange, SharePoint, Yammer, Teams, O365 ProPlus, Skype, Intune, Azure AD, etc.
Case: [Ticket #:16109383]
