1. Use Application protection rule to achieve this. Create a definition for each service (Zoom, Skype etc., create or know what classify information you want to protect (PII, PCI etc.) in classification, attache this to your rule and define your action in reaction tab (Block/No Action) with report incident, user notification, offline protection etc.
2. Regarding outlook, create email protection and define your classification and remember to user all setting e.g header, footer, body, subject etc. this will check every part/content of the email. Not sure about blocking before send?? I know this is achievable in O365 AIP/DLP using process called Labelling but not sure if it does in McAfee