If a user is getting a "This website is classified as malicious" by the Microsoft Defender for Office 365 you can unblock the link by submitting the URL to Microsoft as a false positive. During that process there is an option to allow the URL for a time period while it's analyzed
Go to https://security.microsoft.com/reportsubmission
Click "Submit to Microsoft for analysis"
Change the type to URL
Paste the link (and click it in the little search box that pops up)
Select "Should not have been blocked" and check "Allow this URL"
Click Submit
It will take around 5 minutes for the link to work.