You want to secure Microsoft Exchange and Gmail SMTP traffic for DLP using Netskope.

Netskope can inspect outbound SMTP traffic for Microsoft Exchange and Gmail using the Netskope client. The Netskope client intercepts the SMTP traffic from the user’s device and forwards it to the Netskope cloud for DLP scanning. The Netskope client does not inspect inbound SMTP traffic, as this is handled by the cloud email service or the MTA. Therefore, option A is correct and the other options are incorrect. References: Configure Netskope SMTP Proxy with Microsoft O365 Exchange, Configure Netskope SMTP Proxy with Gmail, SMTP DLP, Best Practices for Email Security with SMTP proxy