Right-click and select Edit your Policy (see screenshot below):
In Group Policy Management Editor that comes up, navigate to:
Computer Configuration / Policies / Administrative Templates / Windows Components / Internet Explorer / Internet Control Panel / Security Page / Site to Zone Assignment List.
And press the "Show" button on the left to edit the list.
Place the site host from the URL (e.g., issues.example.com) in zone 1, Intranet Zone.
The address can be specified with a wildcard (*.example.com), or with a FQDN (issues.example.com)