The Automatically trust any file downloaded from an intranet website option is enabled in [Virus and Spyware Protection] policy - [Download Protection] - [Download Insight]tab.
A trusted site is configured in Windows - Control Panel - Internet Options -
Security tab - trusted site.
SEP client still detects files downloaded from the trusted site.

After adding web site to Intranet by a session, it need 4 hours to make IRON to
honor this changes for this session. It is designed for performance issue.

Please try one of the following:

1. Try 4 hours later.

2. After adding web site to Intranet by a session, Add REG_DWORD "IntranetDamper" with 0 under "HKLM\SOFTWARE\Symantec\Symantec
Endpoint Protection\{xxxx-xxxx-xxxx-xxxx-xxxxxxxxxxxx}\Atpi". "{xxxx-xxxx-xxxx-
xxxx-xxxxxxxxxxxx}" is the GUID. Please find GUI RegKey which should has Atpi SubKey under it.

Then logoff and relogin the same user and wait for 1 minute. It should work.