ShadowDefender does not work on Win11 24H2 (at least not w/o workaround by the time i upgraded), and i do not have a VM employed, so i stopped testing, but I'm pretty sure the issue persists.
If you have a VM, you might want to double-check, simply get a bunch of scriptors from MlwrBazaar (abusech), and remove wscript and and others from the rules list. Once trying to call out, they should appear, being autotrusted (prompt for action setting in firewall).