Downloading from sites other than App Store and Identified Developers.

HI. Since updating to OS 11, I cant get AU component files that I've downloaded from various makers of virtual instruments to work in GarageBand. Fter I download them, when I try to use them, I get an error or warning message that they can't be used because they can't be identified (or something similar). The only option I'm given at that point is "would you like to move xxxxx to the trash?".

How can I download these files AND use them? I see the only options available in System Prefs is 'Allow downloads from: App Store or Identified Developers'. Seems like there used to be a third option, something like 'download from anyone'.

Thanks for any help.