Hi there, @willf. Some apps have a policy that prevents screenshots and videos from being taken. Financial apps (e.g. investing, and banking etc.) typically have screenshots disabled for security purposes. This is built into such apps and is for your own security.
If this is not happening on the aforementioned apps and is happening randomly, I'd recommend closing down the affected app(s), restarting your S10e and then checking to see whether you can take pictures, videos and screenshots without the message popping up.
Please let me know how you get on with this.
Ah, I see. That's puzzling. If you want to know why the security policy message might be popping when trying to take a screenshot, picture or video, @willf, I'd recommend reaching out to the individual app developers for additional insights on this.
You can contact each developer by loading the app via the Galaxy Store or Google Play Store and scrolling to the Developer contact details.
Please let me know what feedback you get, as this is likely to prove helpful for other Community users reading this thread.