@Richard, Thanks for posting in Q&A. From your description, it seems when we configure "Defender schedule scan day" in both Microsoft Defender for Endpoint baseline and MDM Security Baseline with the same setting. It shows conflict. If there's any misunderstanding, feel free to let us know.
Based on my testing, when I configure the same value under "Defender schedule scan day" in the two policies, it can apply successfully in my environment.
But from your description, it shows conflict. To check this, I suggest open case to look in the background to troubleshoot it.
https://video2.skills-academy.com/en-us/mem/get-support
Thanks for your understanding.
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