The error states that your company or school has placed a DLP policy that restricts what you are trying to do. I notice that it says "Personal Productivity". This is a guess on my part, but many of the Microsoft Docs say to rename Default environment to Personal Productivity. So I am guessing this is actually the default environment.
If that is accurate, many companies will follow the recommendations to block people form using connectors etc in default, because its the only way to do it,.
Either way you have to talk to your Admin to get around it.
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