Your company, Alpha Corp, highly prioritizes information security.

Slack clearly states:

"If Slack Connect DMs are disabled for your organization, users cannot initiate or receive direct messages from users in external organizations, even if they share Slack Connect channels."

Thus, users cannot DM external users if Connect DMs are disabled, regardless of their presence in shared channels. Options A, B, and D incorrectly suggest DMs would still function.

(Reference: Slack Administration Study Guide - Slack Connect Security Settings)

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