I found a way to work around that Game Maker warning at the start.
1. Create Application and save the html5 game to a folder.
2. Open the js file html5game folder.
3. Search that file for the phrase: if(document.URL.substring(0,5)=="file:"
4. Change that in some way. Personally I changed "file:" to "filo:"
5. Save and close.
That's it! There was a feature request about an option to disable the warning but they felt the warning was necessary to remind people of the limitations a browser might place on an HTML5 game when it's run from a file.
 cut 3 steps when I learned this still works on obfuscated code