Some sites like msn.com and bing.com are blocked with "Unsafe search request". The "more" option in the page doesn't provide any information.
"Unsafe search request
A request to a search engine was denied because Safe Search policy cannot be enforced".
"Search Engines" settings are set to block any search engine.
By having "Google search - safe search" enabled and the "All other Search Engines -Default Search Behavior" set to "block all search requests" it is enforced to only use google search engine in safe mode across all browsers.
msn.com or bing.com will be blocked with these settings as they are categorized as a Search Engines/Portal. Any sites in this category will be blocked with these settings enabled.
Enable "Google search - safe search" with "All other Search Engines - Default Search Behavior" set to "Allow unsafe searches".
This will allow to enforce the use of google search engine in safe search mode and at the same time it will allow you to use other search engines like msn.com, bing.com etc. Only google search engine can be set to safe search mode.