thank you Piyush. I'll give it a try and let you know.
First part of the resolution pertains to an environment which uses Tableau Server. So it's not applicable in our case since we are using Tableau Online? Or we have an option to request Tableau to add this on whitelist since they are the one managing then Online Server?
The second resolution suggests to host the files on external web servers which can be accessed either http or https. i believe this is similar to dumping the file on a cloud base folder? Like gdrive or oneDrive? It for security reason we are not allowed to dump the documents on a cloud, instead to be hosted only on local shared folder, does it mean it's the end of the road for us?