WebBrowser css not loaded

I have a complex HTML5 based user interface, which I show in my native win32 desktop application using webbrowser (Internet Explorer).

I've decided to open it from local machine instead of web server. But it did not work due to various security restrictions. So I found a workaround: setup asynchronous pluggable protocol for https protocol inside of my process and just provide data from local machine instead of Internet. I had to also implement my custom IInternetSecurityManager for the things to work (for unknown reason it was not enough to just implement IInternetSecurityManager and use file: scheme).

Now all seems to work fine except the one thing: browser completely ignores CSS files. It acts the way as if files are not there. It loads js from files, shows images, but does not "see" CSS files.

If I try to navigate to CSS file, it shows me this error message: enter image description here

But if I try to access this CSS file using XMLHttpRequest - it "downloads" it fine.

Sorry for not providing a minimal reproducible example - it would be quite hard. Maybe somebody knows the reason, or can suggest me anything that I could try to resolve this issue?