You see Online link checks aren’t working on the Security tab when you turned on Check links online but the recent online checks couldn't be done. Links were checked on this phone only. 1krBlocker will keep trying.
Your protection doesn't stop: every link is still checked on the phone and against the offline threat lists.
Usually it's the connection: check that the phone has internet (Wi-Fi or mobile data) and that no data saver or VPN app is blocking 1krBlocker in the background. The warning goes away by itself once checks work again.
The online check sends only short anonymous fingerprints of links to Google Safe Browsing, never the message or your number.