I tried copilot agent once, and it just claimed that it accessed a website that should have been blocked by corporate firewalls and uploaded a bunch of proprietary data. Lots of very specific information about how it clicked on specific buttons of the website etc.
We raised a high priority ticket with MS and turns out that Copilot Agent lied about the entire thing because the website was blocked. It completely made it up.
The fact that we are supposed to use Copilot Agent for open-ended "research" is mind-boggling.
Copilot uses the Bing search index to access public content. Your corporate firewall is irrelevant.
How did it know about the buttons? Or were they so generic that it could hallucinate them as well?
I wonder if the site you mentioned was earlier harvested through some firewall hole during Copilot's training.