You need to obtain a code-signing certificate with Extended Validation (EV) in order to have a hope of not getting flagged by most screening systems. You also need to obtain reputation by having a certain number of downloads of your signed files, though in my experience it doesn't take all that much.

Unfortunately this is quite expensive and a hassle as you have to provide corporate documents proving you're an actual business entity, and they will probably want to call your registered office, etc.

I can't vouch for Azure Trusted Signing but if they're not verifying your entity status then it won't be EV, and thus won't have the maximum level of trust needed to remove those warnings.

Globalsign is the one I use.