Drilling URLs from excel with microsoft office 365

We are on PeopleSoft Financials 9.2 PUM 46 and PeopleTools 8.59.15. We started receiving this Advance Threat Protection message after updating to Microsoft office 365. We are looking for ways to eliminate this message without turning it off completely in Microsoft.

Has anyone experienced a similar issue below:

1. Run a query that has a drilling URL to the Journal page.
2. Click on journal ID (drilling URL) from query to open the journal add/update page in PeopleSoft.

1. Microsoft office Advanced Threat Protection - Safe Links message pops up every time saying: Verifying this link is taking longer than expected. We are working on it.