As you see, the URL that was tried is blocked by ESET's internal blacklist. Without researching the link, i'd say that it will have it's reasons to why it's blocked by ESET.
If this is an URL your users need to get access to, you can manually set the policy to allow connections to that specific URL.
The event gets logged as "unresolved" as you as the admin haven't checked the problem yet. Basically ESETs way of saying "Hey, we did something for you, maybe you wanna have a look on it real quick?"
You should be fine, nothing to worry about here.