@DĄBROWSKI Jarosław - Thanks for the question and using MS Q&A platform.
Unfortunately, monitoring data sent from on-premise systems to AzureOpen AI is not currently supported.
According to the Microsoft official documentation: DLP locations, it seems that DLP policies and rules in Microsoft Purview can only be applied to monitor data in the supported locations listed in the documentation.
However, Microsoft is constantly updating and improving its services, so it's possible that this functionality could be added in the future. I recommend keeping an eye on the Microsoft Purview documentation and updates for any announcements regarding this feature.
Regarding service general availability, I would suggest to keep an eye on Azure updates.
Azure updates provide information about important Azure product updates, roadmap, and announcements.
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