SharePoint/Excel - This content presents a potential security issue. Do you trust this content?

While I already had added https://companyname.sharepoint.com to my policy (and found that not to be working), to make sure I added the remainder too (both as HTTPS and HTTP sites). Hope to hear back from the users if this alleviates the issues, but I concur with micheleariis that apparently a change Microsoft made brought the issue, and thus Microsoft should be able to resolve it without the users changing settings.