Oh I see, no, it was no alert,
as I said in the initial post opening this thread I had the support guy of a software that I recently installed telling me to create that exception as he's detected (by checking logs I provided) malfunctioning in how the product runs on my system. He advised me then to add the software to my antivirus' Exceptions. And so I apparently need to find the path of cities.exe to just add this one... No particular alerts involved so far I understand..