Interesting. I was going to reply -
The error message clearly says that it has been blocked by the organization, so there is not much you can do about it without asking your administrator to allow you to save those files (your settings will not change things).
Some organisations make sure to block all of the browsers, some do not, so you can try to use a different browser and it might work.
I did not expect an organisation to cause this. It is a bit misleading that an extension you have makes Chrome tell you that something was blocked by your organisation, that might be a bug, but glad you found a way around it.