Hi there,
Thank you for reaching out to us. I am an Independent Advisor and Microsoft user just like you.
For this issue, you should leave the options unchecked instead of being checked. As stated in the link below, "Clear the option means allow user to open or save the file. Check the option means block the file.". Please refer to the link for more information.
Please feel free to ask me if you still could not do it.
https://docs.microsoft.com/en-us/office/trouble...
I hope this would help you resolve your issue.
Regards,
Thuy