@kiza124 Perhaps below article is relevant on Win11 :
https://www.ssl2buy.com/wiki/how-to-fix-unknown-publisher-warning
Was that even on Win11 ? AFAIAA, roytam1 does not digitally sign his browsers' executables with a proper file signature; and, if you used a browser under Win11 to download, then the downloaded file should contain an Internet Zone file stream, enough on its own to trigger the security warning under Win11...
PS: In New Moon itself, I've always set "browser.download.saveZoneInformation" (from default 2) to 0, to get rid of that file stream ...