Enable the Report Message Add-in from Microsoft - 

https://docs.microsoft.com/en-us/microsoft-365/security/office-365-security/enable-the-report-message-add-in?view=o365-worldwide

After you have installed the Report Message Add-in configure this Transport Rule to receive a copy of your user's submitted messages.

https://docs.microsoft.com/en-us/microsoft-365/security/office-365-security/use-mail-flow-rules-to-see-what-your-users-are-reporting-to-microsoft?view=o365-worldwide

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 "junk@office365.microsoft.com","abuse@messaging.microsoft.com","phish@office365.microsoft.com","false_positive@messaging.microsoft.com" -BlindCopyTo "falsepositive@phishprotection.com", "your-reporting-address@yourdomain.com"