Unknown Firewall on Microsoft Chromebook

My son has a Chromebook, and every time he tries to use Google Chrome or any website, we have a screen that pops up that says “To keep you safe from internet threats, please sign in to your company's Service.” It then asks for a username. I do not have a username to enter and don’t understand why we are receiving this error. I tried doing a hard reset and going back to factory settings and this does not help. Would appreciate any advice or guidance. Thank you.

 

Can you open a new tab and surf ? If so, just ignore the message.

 

I don't think Microsoft makes a Chromebook. Is it a Microsoft Windows computer? Or a Chromebook?