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Last tested: Jul 9, 2020
To prevent embed users from accessing the global shared folder (not their group shared folder) you can manage access on the Shared folder to only grant access to non-embed users. To do this, you can create a new group, i.e. "Users with Access to Shared folder" and add all non-embed users to it. In Admin --> Content Access, you can then manage access on the Shared folder and add this new, non-embed user group to it.
This content is subject to limited support.