Why does the browser display the “Connection is not secure”/“Not secure” error for the tilda.ws subdomain?

A secure connection is only configured for third-level subdomains (and no higher than third level).

For example, my.site.tilda.ws is a fourth-level subdomain.

ws is the first level

tilda is the second level

site is the third level

my is the fourth level

You won't be able to set up a secure connection for such subdomain (my.site.tilda.ws).

In this case, you need to change what is specified after tilda.ws:  

my-site.tilda.ws or mysite.tilda.ws (any suitable option).   

Important: do not use underscore in the subdomain (it is better to replace it with a hyphen).