Objects aren't captured after a security pop up

I like katalon studio it is easy to use for a biginners like me, but the application web that I am testing works only in IE and there is a security pop up, after it objects are detected but not captured in katalon recorder of IE
any suggestion please

we have similar situation with login into PowerBI application. i suggest to take a look at
java.awt.Robot and surrounding libs to work with native windows.