Hi,
In regarding of the issue, please provide us more information to assist you better.
- Do you mind telling us the whole security warning message?
- Was the security warning message pop-up when we manually opened Excel file?
- According to your description, you opened an Excel file that stored in SharePoint site. Was this security warning related to the Network?
If we can manually open Excel file (Stored with local disk or SharePoint) normally, this issue may be caused by the Process.Start function with Windows 8. If you use C#, I recommend you post the question to C# forum:
https://social.msdn.microsoft.com/Forums/vstudio/en-US/home?forum=csharpgeneral
If you have any update, please feel free let us know.
Regards,
George Zhao
TechNet Community Support