How can I enforce on more than 2,000 messages via On Demand (ODP)?

For O365 customers you should be using MS Graph Enforcement outlined starting in the middle of this section. MS Graph is the new API for O365 and will allow up to 10,000 messages at a time. 

In addition, you can now craft searches by "Enforcement Not Attempted" which allows you to craft a search, enforce by the amount of messages possible, and then re-run the search with the condition of "Enforcement Not Attempted".