On DeviceLock controlled computer with NetworkLock policies configured, opening a HTTPS site in YandexBrowser gives warning "Your connection is not secure".
Starting from 17.x versions YandexBrowser stores fingerprints of some default trusted root Certification Authorities (CA). If connection is established using certificate not signed by one of these default CA (e.g. DeviceLock Inc.), the warning "Your connection is not secure" is given.
To solve this problem simply click on "Trust this certificate" button, thus instructing YandexBrowser to trust certificates issued by DeviceLock Inc. and to add it into trusted root CA.
Note: YandexBrowser also remembers your choice to trust the CA for N days, after this period is passed you will be warned about untrusted certificate again and will need to repeat the confirmation.