Hello, this is Emily.
When you said local security question, you meant, this is for a local user, right?
If so, hold down Windows + R keys, copy and paste the following into the run box and press enter:
ms-cxh://setsqsalocalonly
After you enter the credential, you should see the security questions page to reset.
This will only work if your account is still local, if it has been linked to your Microsoft account then it will not work.