@Curious, 

Yes this should be possible with classic reporting but Advanced Analytics would provide more insight.  You can create a widget that has a query like:

activity like Login and app-cci-app-tag eq 'Unsanctioned' and from_user like corpdomain.com

The widget can then be configured to break down by user, app, and other fields:

This gives you insight into the corporate username and the from user that they leveraged.  My example is sparse as my tenant just has traffic from me and my test accounts but here's a sample:

Thanks @sshiflett, love your work!