Hi,
Could you please provide the complete error message you'e received here, or share a screenshot here if possible?
As per your description, seems it's a security setting in your Office client. By default, Office will prompt security alerts about links to suspicious websites.
Maybe you can try to turn this detection off and check result. Please note that we do not recommend this as this will increase your security risk. Please carefully consider the risks, before making any Trust Center settings changes:
Go to FILE>Options>Trust Center>Trust Center Settings...>Privacy Options, clear Check Microsoft Office documents that are from
or link to suspicious Web sites check box.
Let me know if issue persists after this.
Regards,
Ethan Hua
TechNet Community Support