According to the Microsoft documentation1, to generate a report that identifies which documents the users copied from Teams to USB devices, you need to use advanced hunting on Microsoft Defender ATP. Advanced hunting lets you run queries to find threat activity involving USB devices, such as mounting and unmounting of USB drives or copying of files2.
To use advanced hunting, you need to have one of the following roles:
Security administrator
Security reader
Security operator
Global administrator
The Groups Administrator role does not have access to advanced hunting or Microsoft Defender ATP.
Therefore, based on this information, the correct answer is B. Assign the Microsoft 365 E5 compliance add-on to each user. This add-on includes Microsoft Defender ATP and allows you to use advanced hunting features3.
Alternatively, you can request one of the roles that have access to advanced hunting, such as Security administrator or Global administrator.

https://docs.microsoft.com/en-us/azure/active-directory/b2b/delegate-invitations
https://docs.microsoft.com/en-us/microsoftteams/manage-external-access https://docs.microsoft.com/en-us/azure/active-directory/b2b/allow-deny-list

Reference:
https://docs.microsoft.com/en-us/microsoftteams/teams-app-permission-policies
https://docs.microsoft.com/en-us/microsoftteams/teams-app-setup-policies

Explanation
A screenshot of a computer Description automatically generated with low confidence

Box 1: Yes
"Allow interaction with custom apps" in the org-wide policy and "upload custom apps" in the global policy are set to on. This means that users can upload custom apps to teams that allow it and to teams for which they are owners.
Box 2: Yes
The global policy allows Microsoft Flow.
Box 3: No
The global policy allows Microsoft Planner. However, the org-wide settings blocks Microsoft Planner. In this case, the org-wide policy blocking the app will override the global policy meaning the app will be blocked.
When an app is blocked, users will not be able to add the app to a team.
Reference:
https://docs.microsoft.com/en-us/microsoftteams/teams-app-permission-policies
https://office365itpros.com/2019/08/12/using-teams-app-permission-policies/
https://docs.microsoft.com/en-us/microsoftteams/teams-custom-app-policies-and-settings