Yes, as I said, I tried it last night during this discussion. It worked seamlessly and seemed to be quicker than before.
Since these sites are actually doing something illegal, it's not a shock that they keep getting shut down. But as fast as they do, another one pops up. I had a problem with one a few years ago, but stopped using it.
I've never had the message you got.
I use the built-in Windows 10 firewall, and Chrome for my browser.
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DonM