While opening files in Explorer to a connected SharePoint Document library, you may receive a warning that action is unsafe, etc. The fix to this for network drives is to add them to the Intranet sites in Internet Settings. It isn’t clear how to do this for SharePoint as using SSL gives you a address such as \\sharepoint@SSL\davwwwroot\. Adding this site to your list just results in it storing SSL as an address rather than the full address you want (i.e. sharepoint@SSL). The fix is simple, just use registry
Windows Registry Editor Version 5.00
I’ve directly added sites to my intranet sets in the past before with registry. It is how I manage my company so users can still modify their trusted sites, but I can inject the proper trusted/intranet sites they need for things to work.