asynchronous pluggable protocol handler does not like its default security zone

Normally you can define the security zone for an asynchronous pluggable protocol handler on following location in the registry

HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Internet Settings\ZoneMap\ProtocolDefaults

You define a new DWORD value for your protocol.

If you test your protocol and it doesn’t seem to work, check out if it is not overrulled by a policy.

With Microsoft’s Group Policy Editor, you can define a group of settings to be applied to all computers in an AD domain.
If this is the case, you need to overrule the security zone setting on a different location:

HKEY_CURRENT_USER\Software\Policies\Microsoft\Windows\CurrentVersion\Internet Settings\ZoneMap\protocolDefaults

Of course, you need to make this change with the Group Policy Editor, so it is persistent if you reboot or reconnect.