Macro From Network Drive Not Allowed

We have a number of vendor-supplied workbooks that are loaded with Macros.  I have added their network location at Trusted in the Excel Trust Center (UNC path), and I can open them on my computer, but my CFO gets a message saying they're blocked.  If I try to add the folder that they're in to the Trust Center on his computer, I get a message saying that "The path you have entered cannot be used as a Trusted Location for security reasons", but yet I CAN add it on my computer.  What else can I look for on his that may be interfering?  Network locations ARE trusted, as well as subfolders.

Thanks for any ideas!