Hello Maksym,
For your first question, I am sorry but there is no supported feature to disable wipe functionality in Microsoft Intune for devices, that includes global admins too.
And for your second question, yes it's possible but with some caveats.
Here is how:
Use Microsoft 365 Defender Portal: Go to https://security.microsoft.com
Then navigate to Devices > Device Inventory Reports > Vulnerability Management> Advanced Hunting
Use Advanced Hunting Queries
You can write Kusto-style queries to extract:
DeviceTvmSecureConfiguration
| summarize by DeviceName, ConfigurationId, Value, RecommendedValue
Then export to CSV by scheduled export APIs or Power BI integration for legal/compliance archiving.
Hope this helps.