When a file is moved using drag and drop between folders on the mapped drives you may see the below warning message:

This is normal to see. It happens because Windows see's the drives as an external location, it won't happen if copy and paste is used. 

It won't be an issue in V3 of CDM, as this won't be utilising Web Dav for the mapping process. However adding the below entry to trusted sites should stop the warning message from happening:

If you require any further information then please contact support@iamcloud.com