Changes to DLP policy not applying - attachments still causing quarantine

Hi, I've read a few threads about the default DLP policy incorrectly quarantining emails based on attachments.

I have a few users that "require" the ability to send and receive macro enabled excel files .xlm 

I put those handful of users in a group in a new DLP policy and raised it above the default policy, but the outbound emails still get caught with a "DLP Violation" email notification.

I've gone over the settings multiple times and can't see where it would incorrect. 

Is there something I need to check, or is a support ticket my best course of action?