Welcome to the Community!!! It’s lovely to have you here
Can I check with you - when you are testing your button are you doing this on the live published page or within the ‘preview’ screen? You get to preview by clicking this button in the corner of your edit page
If it is preview you are navigating to, unfortunately a limitation we have in that view is that we are unable to display external URLs - so we get that error that you are seeing.
However, if you are finding this happening on your live page though, please feel to send in a support ticket to firstname.lastname@example.org and we’ll be super happy to jump in and have a look at what might be happening here for you.
Thanks @FreddieM and I really hope you enjoy your time in the community