If you are trying to download a file that you need and you know is safe you may get the following message after clicking Save or telling the system where you want to save the file.
Please be careful with following these instructions. Not all files are safe and you may have been led to believe the file is safe.
If the site you are downloading is a known or secure site, and you are expecting or needed the file, then proceed to the solution.
An example of known safe file that may get blocked is a CTF file being downloaded from the Schools 2 Schools site.
The file is expected and the site is known and secure. This has also happened to Zoom meeting downloads
If you hover your cursor over the file/message three dots will appear to the right to show there are actions available.
Click on the three dots and and it will show the selections available.
One of these is to keep the file.
By selecting Keep it will save the file ready for use.