What does the different colors and layouts of the shield mean in Copilot chat "New design" (as of 2026-05-28)

In Copilot Desktop "New design" there is a shield in the top-right corner, which i.a. has a link to "Data protection when using Microsoft 365 Copilot Chat for work or school" (https://support.microsoft.com/en-US/Privacy/data-protection-when-using-microsoft-365-copilot-chat-for-work-or-school).

I see in some chats I've done using "Work IQ" that it has different colors and layout. Please (without guessing, inventing nor hallucinating) provide me an overview over what the different colors/layouts mean, and provide me the source thereto (preferably Microsoft official/public).