You have configured email notifications in Data Protection service, but it not delivered as intended.
Email Security.cloud
The notification is sent from the email address that is configured under Data Protection Settings:
You need to ensure the recipient's mailserver is not rejecting the notification email due to SPF or DMARC checks. The notification email is sent from the IP that is listed in the following article:
IP address ranges for Email Security.cloud
It is recommended to update the SPF record in DNS for the domain specified in the 'Default sender email address' field with include:spf.messagelabs.com.
Related article: Implement SPF records for Email Security.cloud