@Don Mangiarelli, For your issue, could you confirm if the sign in page not load after we click yes on the warning.
Meanwhile, please ensure the Intune connector server requirements in the following link are met.
Ensure the Internet Explorer Enhanced Security Configuration is turned off on the server.
Make sure the network requirements are all met.
https://learn.microsoft.com/en-us/mem/intune/fundamentals/intune-endpoints?tabs=north-america
In addition, SSL traffic inspection is not supported for '.manage.microsoft.c.dm.microsoft.com'* Intune requires unauthenticated proxy server access to manage.microsoft.com, *.azureedge.net, and graph.microsoft.com. please modify proxy server settings to see if the result will be different.
Also make sure the URLs mentioned in the warning are also accessible. by manually access the two URLs in Edge. And the authentication dependencies are all allowed.
Please check the above information and if there's any update, feel free to let us know.
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