There you go:
These steps must only be performed, if the user throwing the warning message isn't visible anywhere in the MS Online Admin Portals.
In our case, we had a few "orphaned" personal sites from users which have been deleted more then a year ago. The default retention for user deletions are 30 days + 93 days. During the 30 days retention, access to the deleted users data is automateically beeing granted to the manager of the deleted user. During the 93 days retention, the user isn't visible anymore in the admin center, but it's still possible to restore the account via powershell.
Before you perform below steps, make sure that the retention for the deletion is already over. If the personal site isn't listed by firing "Get-SPODeletedSite", then you can proceed with the following steps:
1. Open an administrative Powershell
2. Download SPO Module if not already present: "Install-Module -Name Microsoft.Online.SharePoint.PowerShell"
3. Connect to your Tenant and login as global admin: "Connect-SPOService -Url "
https://examplecompany-admin.sharepoint.com"
4. Check if the user still exists somewhere in your organisation: "Get-SPOUser -site "
https://examplecompany-my.sharepoint.com"
5. If the user still exists here, delete it: "Remove-SPOUser -Site "
https://examplecompany-my.sharepoint.com" -LoginName <email adresse of the user>
6. Check if the personal site of the user still exists. The exact URL of the personal site is included in the warning message that Veeam throws: "Get-SPOSite "
https://examplecompany-my.sharepoint.co ... ompany_com" | select *
7. If step 6 returns a record, check if "LockState" is set to "Unlock". If not: "Set-SPOSite "
https://examplecompany-my.sharepoint.co ... ompany_com" -LockState Unlock
8. Delete the orphaned site: "Remove-SPOSite "
https://examplecompany-my.sharepoint.co ... ompany_com"