Hi Marcin,
Welcome to the Community,
It could be an issue with the Dell Data Protection | Access(DDPA) software or an issue with your user account.I believe you were logged in to the system using admin user account(one with administrator privileges) while trying to make the changes in DDPA.
Try creating a temporary new user account (with administrator privileges),login to the system using the new user account and check if DDPA still blocks those options or if you're able to make changes.
Let me know your findings.