Hi @Diego Fernández Fernández,
Thank you for posting in this community.
The change introduced by Microsoft automatically blocks all macros in workbooks downloaded from the internet. While it is frustrating to users, it is to ensure online safety, which is of critical importance.
First of all, maybe you can try adding your SharePoint Online site to Microsoft Office Trusted Locations.
Go to File > Options > Trust Center > Trust Center Settings > Trusted Locations.
Check Agree on trusted locations on my network and add your SharePoint Online site address.
Secondly, you can also set it up for individual files.
- Close the workbook
- Navigate to the location where the workbook is saved
- Right-click on the file and select Properties from the menu
- Check the Unblock box, then click OK
Hope this helps.
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