Reference:
https://docs.microsoft.com/en-us/microsoft-365/compliance/dlp-learn-about-dlp?view=o365-worldwide

Section: Describe the Capabilities of Microsoft Compliance Solutions
Explanation:
Box 1: No
Box 2: Yes
Leaked Credentials indicates that the user's valid credentials have been leaked.
Box 3: Yes
Multi-Factor Authentication can be required based on conditions, one of which is user risk.
Reference:
https://docs.microsoft.com/en-us/azure/active-directory/identity-protection/overview-identity-protection
https://docs.microsoft.com/en-us/azure/active-directory/identity-protection/concept-identity-protection-risks
https://docs.microsoft.com/en-us/azure/active-directory/authentication/tutorial-risk-based-sspr-mfa

Explanation
Graphical user interface, text, application Description automatically generated

Reference:
https://docs.microsoft.com/en-us/microsoft-365/security/defender/incidents-overview?view=o365-worldwide