A. a retention policy from the Security & Compliance admin center.
B. a retention policy from the Exchange admin center
C. a data loss prevention (DLP) policy from the Exchange admin center
D. a data loss prevention (DLP) policy from the Security & Compliance admin center
Explanation:
References: https://docs.microsoft.com/en-us/office365/securitycompliance/retention-policies
EU PII wants both documents and email message to be preserved so S&C Admin Center for Retention. If this was for Email only, this probably could have been done in EAC.