Thanks for your reply.
If you mean my AV, then no, I have temporarily disabled and even uninstalled it with no change.
I have looked at all the Word Options Trust Center Settings but I don’t know what I am looking at.
This is a typical example.
The following link will not open in Word, but will open in all other applications (public forums like this one, email, WhatsApp, MMS etc.) on the same PC.
Vancouver Island Whale Watching Highest Orca Sightings British Columbia
The attached images show the warnings, when clicked in Word.