Hi Zbig,
Thanks for reaching out on Microsoft Q&A!
I’m afraid that, as an application, you may not list nor download the file, as this is the nature of DLP. Data can and must not be leaked, that is why it is protected and thus can’t be downloaded by an application (as that would state a leak).
With that said, as you do need it in your case the only way would be to move away from application permissions and switch to delegated permissions, allowing you to impersonate the DLP user thus enabling you to download the file through the API.
Please click ‘Accept answer’ if you think my answer is helpful. Feel free to drop additional queries in the comments below!
Kind regards,
Sonny