User Configuration > Administrative Templates > Microsoft Office 2016 > Security Settings
User
HKCU\software\policies\microsoft\office\16.0\common\fileio
This policy setting allows you to control which protocols can be used when opening documents in Microsoft 365 apps. If you enable this policy setting, non-HTTPS links will be blocked when opening documents in Microsoft 365 apps. If you disable this policy setting, all protocols and links will be allowed when opening documents in Microsoft 365 apps. If you don't configure this policy setting, all protocols and links will be allowed when opening documents in Microsoft 365 apps.