Zscaler DLP and Microsoft Sensitivity Label -- Not Working

Good morning everyone
We need some advice regarding our setup.
We use the Sensitivity Labels of Azure Information Protection and we have made an integration between Zscaler and AIP as shown in these links

at the end of the procedures the labels also appeared on Zscaler…

We have therefore created two Policies.
First, creating a Dictionary based on MIP and 5 sensitivity labels, associated with an engine and then creating an allow policy that contains the engine created, applying a policy to a specific group.

Subsequently, another DLP Policy was created, this time based on the file extension, so if the extension is, for example, word or pdf, the transit of the files must be blocked.
This is to ensure that only documents that have specific labels can be released on the Internet.

We then created some test files and tried on the following site but also simply uploading a file with specific labels, both allowed and denied and there is no match, they don’t work and nothing is recorded in the web insight logs.