'Lockdown' exploit prevented in RStudio R Session

Question

One of our users has reported getting the following error report via Sophos Cloud when opening a file in RStudio: 
 
 'Lockdown' exploit prevented in RStudio R Session

Barb@Sophos · Answer

Hello Panos Valasis, 
 It seems that the previous user did not reply back. Can you please clarify if you are experiencing the exact same issue? 
 Also, if you think this is a False Positive, please have a look at this article . If you are sure the file is safe and would like to add an exclusion via Sophos Central, please navigate to System Settings > Global Scanning Exclusions > Add Exclusions > Detected Exploits (Windows) and select the detections you would like to exclude from scanning. 
 For Exploit Mitigation exclusions navigate to: System Settings > Exploit Mitigation Exclusions 
 Regards,

'Lockdown' exploit prevented in RStudio R Session

Submitted a Tech Support Case lately from the Support Portal?