White X's and Windows Defender Firewall Issues

Hey, so there's these little white x's that are placed on the corner of my thumbnail images and I've tried getting rid of them by refreshing, restarting, and disconnecting any third-party backup syncing like Dropbox/OneDrive. Nothing. Like, I can still view them by double-click, but I can't see them hands-on. I would re-install Photos, but I'm not sure if it'll delete all my photos. I don't plan on doing a clean slate because I just don't have the time and space to sort out everything.

As far as Windows Firewall, it's preventing me from doing simple things like deleting, copying and pasting files, as well as connecting/playing on certain apps (mostly for gaming). I tried using Registry Editor and few other troubleshootings, but nothing changed and it probably made it worse. Any help?