You can control whether sensitive files protected by your policies can be uploaded to specific service domains from Microsoft Edge.
* If the list mode is set to Block, then user will not be able to upload sensitive items to those domains.
When an upload action is blocked because an item matches a DLP policy, DLP will either generate a warning or block the upload of the sensitive item.
* If the list mode is set to Allow, then users will be able to upload sensitive items only to those domains, and upload access to all other domains is not allowed.
Reference:
https://docs.microsoft.com/en-us/microsoft-365/compliance/endpoint-dlp-using?view=o365-worldwide