https://learn.microsoft.com/en-us/powershell/module/exchangepowershell/new-compliancesecurityfilter?view=exchange-ps
New-ComplianceSecurityFilter (ExchangePowerShell) | Microsoft Learn
Compliance security filters work with compliance searches in the Microsoft Purview compliance portal (*-ComplianceSearch cmdlets), not In-Place eDiscovery...
newmicrosoftlearn