I have this macro with which I can search by Xpath if the HTML is simple

Sub GetByXpathFromHTML_String()
        Dim XDoc As Object, myList As Object
        Dim myStr As String
            
        Set XDoc = CreateObject("MSXML2.DOMDocument.6.0")
        XDoc.async = False
        XDoc.SetProperty "SelectionLanguage", "XPath"
        XDoc.validateOnParse = False
        
        myStr = "<html> " & _
                   "<body> " & _
                       "<div>This is a division " & _
                          "<a  target='_top' href='default.asp'>HTML Home</a>" & _
                          "<a  target='_top' href='default.asp'>HTML Introduction</a> " & _
                          "<a  target='_top' href='default.asp'>HTML Editors</a> " & _
                          "<a  target='_top' href='default.asp'>HTML Basic</a>" & _
                       "</div> " & _
                       "<span class='color_h1'> HTML Tutorial</span>" & _
                   "</body>" & _
              "</html>"
                     
        XDoc.LoadXML (myStr)
        
        XDoc.Save (ThisWorkbook.Path & "\Test.xml")
       
        Set myList = XDoc.SelectNodes("//a[contains(.,'HTML Editors')]")
        
        If XDoc.parseError.ErrorCode <> 0 Then
            MsgBox "Error at Line No: " & XDoc.parseError.Line & vbCrLf & vbCrLf & "Error : " & XDoc.parseError.reason
            GoTo SafeExit:
        End If
        
        If myList.Length = 0 Then GoTo SafeExit:
        
        MsgBox "Number of found items= " & myList.Length
        
        MsgBox "Found item: " & myList(0).Text
       
    SafeExit:
        If myList.Length = 0 Then
            MsgBox "Not found....", vbCritical
        End If
        Set myList = Nothing
        Set XDoc = Nothing
    End Sub
Now, if I want to use the same Xpath but with the source change to an URL, I get the error "DTD is prohibited".

Why is happening this and how to fix it?

I can't use 3rd party tool like Selenium since I cannot use or installed exe files due to security policy in company.

Thanks in advance for any help

Sub GetXpathFromWeb()
    Dim strURL As String, objHTTP As Object, XDoc As Object, myList As Object, Num As Integer, i As Integer
    Dim myStr As String
    strURL = "https://www.w3schools.com/html/"
    
    Set objHTTP = CreateObject("MSXML2.XMLHTTP.6.0")
    
    objHTTP.Open "GET", strURL, False
    objHTTP.send
    
    Set XDoc = CreateObject("MSXML2.DOMDocument.6.0")
    XDoc.async = False
    XDoc.SetProperty "SelectionLanguage", "XPath"
    XDoc.validateOnParse = False
       
    XDoc.LoadXML (objHTTP.responseText)
    XDoc.Save (ThisWorkbook.Path & "\Test.xml")
   
    Set myList = XDoc.SelectNodes("//a[contains(.,'HTML Editors')]")
    
    If XDoc.parseError.ErrorCode <> 0 Then
        MsgBox "Error at Line No: " & XDoc.parseError.Line & vbCrLf & vbCrLf & "Error : " & XDoc.parseError.reason
        GoTo SafeExit:
    End If
    
    If myList.Length = 0 Then GoTo SafeExit:
   
SafeExit:
    If myList.Length = 0 Then
        MsgBox "Not found....", vbCritical, objHTTP.Status
    End If
    Set myList = Nothing
    Set XDoc = Nothing
    Set objHTTP = Nothing
End Sub