@wheels815 Hello, Microsoft Defender for Office 365 is the new name for Office 365 Advanced Threat Protection so have that in mind when looking at the docs (but maybe you know this). As for the licensing part it's difficult to understand sometimes especially as they keep on renaming the products.
A lot of links but need to refer to the info as well.
As far as I can tell from the service description ATP plan 1 is included in M365 Business Premium and that includes Safe Links and Safe Links in Teams. But as you are an M365 E3 you will need to purchase an upgrade https://docs.microsoft.com/en-us/office365/servicedescriptions/office-365-advanced-threat-protection...
Here's a doc with updated product name, just found it actually https://docs.microsoft.com/en-us/microsoft-365/security/office-365-security/office-365-atp?view=o365...
Note that the "Safe Links in Teams (Preview)" is only available for the TAP https://docs.microsoft.com/en-us/microsoft-365/security/office-365-security/atp-safe-links?view=o365...
Finally, to answer your question hopefully. The following features would assist besides the endpoint protection.
The default security using EOP (*edit updated link) https://docs.microsoft.com/en-us/microsoft-365/security/office-365-security/eop-features?view=o365-w...
The "Built-in virus protection in SharePoint Online, OneDrive, and Microsoft Teams"
https://docs.microsoft.com/en-us/microsoft-365/security/office-365-security/virus-detection-in-spo?v...
And the "ATP for SharePoint, OneDrive, and Microsoft Teams" (Microsoft Defender)
https://docs.microsoft.com/en-us/microsoft-365/security/office-365-security/atp-for-spo-odb-and-team...
