I saw this today on the MS Community help forum:
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If you are sure about the source of the files, save them to the local drive, then in File Explorer, right click on the files and select Properties and then click on the Unblock button. Then from within the application (Word or Excel as the case maybe), use File>Open and select the file on the local drive and click on Open.
By "Unblocking" the file, you will be by-passing the Office Protected View with which Microsoft have confirmed there is an issue when running Windows 10 and they are actively working on a fix for it.
Hope this helps,
Doug Robbins - Word MVP
dkr@mvps.org
dougrobbinsmvp@gmail.com
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I have not needed to try this, but others in the thread says it works.