Hello, If the files are being flagged as positively malicious i.e. Infected, my first advice would be to confirm them which you can do by either submitting them to the Microsoft malware service for analysis/and or to Virus Total?
Malware Analysis at WDSI - https://www.microsoft.com/en-us/wdsi/filesubmission
VT - https://www.virustotal.com/gui/home/upload
That said, files on SPO and OD4B (and hence Teams) are indeed backed-up by the service. Is Veeam being run on an endpoint (a users PC) to backup files?