Logs do NOT show all blocked items

I recently had a problem where I was trying to download Office 365 setup tool from microsoft and it would NOT download, with no explanation.  NOTHING was showing up in the logs as being blocked.  

After looking around a bit, I ended up adding a few exceptions to the Allowlist section and the download started working.  I'm guessing it was a category in the Security section that was doing the blocking.  

But this was very frustrating to troubleshoot, and really should be fixed to show EVERYTHING that is being blocked.