The one true way to avoid Data Loss
The one true way to avoid (critical) Data Loss is to not generate critical data at all.
The above statement is not to be taken as not to invest in DLP. You have to. It simply means that you have to understand (unforeseen) limitations in such solutions. To paraphrase the Internet robustness principle:
Be conservative in the data that you generate (collect); be liberal in how you process them.
For if you generate it, eventually it will fly.