Enable the Report Message Add-in from Microsoft -
After you have installed the Report Message Add-in configure this Transport Rule to receive a copy of your user's submitted messages.
Powershell Transport Rule to send your users' Phishing alerts to your support team and to our false positive reporting system. Edit to include your administrator email address.
New-TransportRule -Name "Bcc Messages Reported to Microsoft" -RecipientAddressContainsWords "email@example.com","firstname.lastname@example.org","email@example.com","firstname.lastname@example.org" -BlindCopyTo "email@example.com", "firstname.lastname@example.org"