How to set up at ServiceAccount with a Discovery Management role

To automatically scann all users in Exchange, you must create a Service Account with the Discovery Management role.

Make sure that the Service Account have a valid email address

For more information on how to add the Discovery Management role see:

https://docs.microsoft.com/en-us/Exchange/policy-and-compliance/ediscovery/assign-permissions?redirectedfrom=MSDN&view=exchserver-2019

Make sure you are using providing the PRIMARY SMTP address for the service account to data & more. 

Go to 

admin.exchange.microsoft.com

Mailboxes

search for the service account and check the mail address