Permissions required for Microsoft US GCC High tenant to fetch audit

Need to fetch the audit logs using azure application in Microsoft US Government tenants.

Exchange Online based on CBA connected successfully but unable to fetch the audit logs using Search-UnifiedAuditLog cmdlet in powershell.

Powershell version - 5.1 and using EXO V2 module.

Roles: Exchange Administrator

API permissions: Exchange.ManageAsApp

Is there any other API permissions and roles actually need to fetch audits using azure application for Microsoft US Government tenants?

Thanks in advance.