Thanks for using Microsoft Q&A forum and posting your query.
In Microsoft Purview eDiscovery (Premium), non-custodians outside the organization cannot directly upload documents to a case file. However, organizations can manage outside counsel information and upload non-Microsoft 365 data into a review set
To do this, the data must be uploaded by someone within the organization who has the appropriate permissions and roles, such as an eDiscovery Manager
This process involves using tools like AzCopy to transfer the data into the eDiscovery (Premium) environment
for more details please refer :https://learn.microsoft.com/en-us/purview/ediscovery-load-non-office-365-data-into-a-review-set
I hope the above steps will resolve the issue, please do let us know if issue persists. Thank you