You would need to talk with your IT department to have them unblock them in the DLP policy settings. They would know. They probably did not specifically say CoPilot cannot do this, they probably blocked external sites in some weird way and they have to fix that or add exclusions to allow you to add them.
But its your IT department you need to talk too.
As the answer if you do not mind Marking as such and maybe a like.
Cheers!
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