Hello, I’m Virginia a fellow Windows user.
Are you using Chrome by Google as your browser or Chrome based Edge? If Chrome then try using Edge.
Are you running any third party antivirus software &/or a virtual Private network software? If yes then disable these & try again. Check also for any adblocker programs or extensions in the browser which may be preventing a genuine popup from the bank’s security.
Try deleting the cookies & cache of the browser, be aware this will sign you out of all accounts.
As a last resort try a non Chrome browser like Firefox as a test to see if the problem is the same.