@Neef, Bert Thanks for posting in our Q&A.
For the error you met, it seems that the format of the URL is incorrect. May be we can go to Intune portal, click "F12" and go to the location in Intune portal where we can get WindowsInformationProtectionPolicies to get the correct URL. For example:
At the same time, I have done the test in my lab. I find that it just shows the AppLocker file name and it will not show the data in this file.
I think it is a normal situation, because we also couldn't see the AppLocker file data in intune portal and just see the file name. So, it seems that Graph API couldn't get the specific data.
Hope the above information will help.
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