When trying to create an Office 365 backup set in DS-User in order to backup a site from SharePoint Online, the top entry 'VirtualShare: SharePoint Site Collections' cannot be seen (only Exchange Online), even if the user is member of Global Admins, Site Collections Admins and has the appropriate license.
The reason is that the cloud domain to be backed up has the LegacyAuthProtocolsEnabled switch set to false, this will allow only modern authentication method that is currently not supported in DS-User (support will be added in Asigra Management Console in a future release)..
Please follow the steps below:
1. Download and install the SharePoint Online module for PowerShell (64bit), the download link is:

2. After installing it, go to Start > SharePoint Online Management Shell (press Shift and right click on that icon > Run as administrator), now you can connect to SharePoint online by running the command:
Connect-SPOService -url https://your-org-name-admin.sharepoint.com
replace your-org-name part in the command above with the actual name of your SharePoint organization, for example:
Connect-SPOService -url https://abcorg-admin.sharepoint.com
you will be prompted to enter a Microsoft Online username and password, after entering them you will get back the prompt.
To check what is the value set for the LegacyAuthProtocolsEnabled switch run the command:
get-spotenant | select LegacyAuthProtocolsEnabled
if this switch is set to false, you can change its value to true with the command:
Set-SPOTenant -LegacyAuthProtocolsEnabled $True

Please note that the change will become effective after 24 hours.