I'm looking for information on data location that are used by ATP.
Is there any assurance that files analyzed by ATP can stay in European Union and is there possibility to delete them on demand?
Thanks for the question! Azure ATP is a Global service. Your geo-location is based on where your Azure AD is. As of a few months ago, we are now officially in the UK datacenter. Our other regions are listed here: https://docs.microsoft.com/en-us/azure-advanced-threat-protection/configure-proxy (this doesn't include the UK one which I just mentioned, that should be updated shortly).
Lastly, from a data privacy perspective and can you delete data on demand, you can find more information on that here: https://docs.microsoft.com/en-us/azure-advanced-threat-protection/atp-privacy-compliance
Being able to search and delete data is a requirement for GDPR and we take that very seriously.