Explanation:
Box 1: User1, User2, User3, User4
Contains "ON" is true for Montreal (User1), MONTREAL (User2), London (User 3), and Ontario (User4) as string and regex operations are not case sensitive.
Box 2: Only User3
Match "*on" is only true for London (User3).
Scenario:
Contoso.com contains the users shown in the following table.

Contoso.com contains the security groups shown in the following table.

References:
https://docs.microsoft.com/en-us/azure/active-directory/users-groups-roles/groups-dynamic-membership

Explanation
Note: Create a workspace
In the Azure portal, click All services. In the list of resources, type Log Analytics. As you begin typing, the list filters based on your input. Select Log Analytics.
Click Create, and then select choices for the following items:
Provide a name for the new Log Analytics workspace, such as DefaultLAWorkspace. OMS workspaces are now referred to as Log Analytics workspaces.
Select a Subscription to link to by selecting from the drop-down list if the default selected is not appropriate.
For Resource Group, select an existing resource group that contains one or more Azure virtual machines.
Select the Location your VMs are deployed to. For additional information, see which regions Log Analytics is available in.

Reference:
https://docs.microsoft.com/en-us/azure/governance/blueprints/concepts/resource-locking

First, you need to create a new sensitive information type because you can't directly modify the default rules.
Reference:
https://docs.microsoft.com/en-us/office365/securitycompliance/customize-a-built-in-sensitive-information-type