Hello Kalpesh, how are you ?
In this case, do you can check if Prevent Email it's up to accept outbound connections from their Upstreams mail servers, the default port to accept connections is 10025, the 25 port is restricted on DLP and can't accept direct connections because it's used internally to forwarded connections to Downstream mail servers.
Could you do a simple test with telnet ?
Try connect on DLP Mail Prevent using the port 10025, you can try also simulate an policy violation if do you want.
Use TELNET from Upstreams Mail Servers or any other machine to Symantec Mail Prevent DLP:
telnet <DLP Mail Prevent IP Address> 10025
helo mail
mail from: <Internal user mail like you>
rcpt to: <External mail like @gmail.com>
data
<Something that violate the DLP policies configured to PE>
.
Please, put the results here, look if the incident was created or if is possible look a new message passed by PE.