Hello Ramis15,
If I'm understanding you right, when clicking on search terms in Safari webpages you get an alert telling you a specific website was blocked. I'd like to provide you with some information on this.
Safari has security settings built into it that are designed to warn you when a website you're attempting to visit is fraudulent. These settings can be turned off in Safari > Preferences > Security. You can view more information on Safari security settings here: Change Security preferences in Safari on Mac. There could be other reasons certain websites are being blocked as well. For example, if your Mac or network is protected by a firewall, you may need to specify proxy servers to access certain websites. Here's some helpful information on what to do when you aren't able to open a website: If you can’t open a website in Safari on Mac.
It's important to mention that based off of the link in the alert you're receiving, the website Safari is blocking could be related to some sort of adware/malware. You should be able to find some additional information regarding this by doing an online search for 'Search Baron'. With that being said, it may be a good thing that Safari is preventing it from opening. A good way to check for malware on your Mac is by running Malwarebytes. This is a program that can be downloaded for free here: Malwarebytes. Also, here is some helpful information that addresses adware and malware on macOS: About pop-up ads and windows in Safari.
Thanks for using Apple Support Communities.
Take care.