Hello GusT888,
Thanks for reaching out to the Microsoft Community. We're sorry to know about this warning sign in your Windows Security settings. We'll do our best to figure this out.
When the yellow warning symbol appears, some of your important options in Windows Security might have been turned off. To get rid of the warning, go to Virus & Threat Protection settings screen, make sure the Real-time protection and the Cloud-delivered protection options are both turned on, but the Automatic sample submission should be turned off. Click the Dismiss link and the warning will disappear and you should be able to see the green check indicating your system is now protected.
Hope this helps.
Kind regards,
StevenK