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Thank you for outlining your current workflow and the challenges you're facing with automating .zip file downloads from eDiscovery Content Search (preview).
Currently, there is no direct way to download the .zip file created by a reports-only export from the eDiscovery Content Search (preview) using only PowerShell. The preview feature mainly supports manual download of the .zip file through the Microsoft Compliance portal.
Yes, your observation is correct: searches created via PowerShell appearing in the preview searches table, while exports do not, indicates that the New-ComplianceSearchAction command is still partially linked to the classic eDiscovery experience. Currently we don't have any ETA for retiring classic eDiscovery tools and transitioning
Appreciate if you could share the feedback on our feedback channel. Which would be open for the user community to upvote & comment on. This allows our product teams to effectively prioritize your request against our existing feature backlog and gives insight into the potential impact of implementing the suggested feature.
I hope this information helps. Please do let us know if you have any further queries.
Thank you.