I have a few questions,
What version of Windows 10 are you running?
here is what Microsoft has on the subject at hand
I would check this page first you will want to check how you have the lock screen in windows
https://docs.microsoft.com/en-us/windows/configuration/windows-spotlight
Also Depending on which version of windows 10 your running check the following documentation for potentially blocked domains either by windows, ESET, or another security software.
https://docs.microsoft.com/en-us/windows/privacy/windows-endpoints-20h2-non-enterprise-editions
Which version of windows 10 are you using?
With that being said, do you have any other security software on your system?