The web part references an untrusted XSL file. Only XSL files contained in this site's Style Library may be referenced.
You could export the content query web part and open it in notepad. Then define the MainXslLink and ItemXslLink property values as
"/rootsite/subsite/style library/xsl style sheets/Xslfile name.xsl" in the content query web part.
And you also could change the url of the xsl file. Make sure there is a major version of the published xsl.
There is a similar case: