One software on my Mac can't connect with Internet

Once this type of software is installed and embedded into the computer >> " Intego antivirus "

You can spend hours or days hunting down all the bits and pieces of this software and never really get it all off the computer 

Start Over from Scratch 

For Apple Silicon computer >> Use Disk Utility to erase a Mac with Apple silicon.

For Apple Intel computers >>   Use Disk Utility to erase an Intel-based Mac followed by How to reinstall macOS

Always make a Time Machine Backup  before  proceeding 

If going this route - I suggest Not using Startup Assist to migrate everything back.

This will probably Re-Introduce ( Intego AntiVirus ) back into the Operating System 

Running Third Party AntiVirus Software on macOS is so Microsoft Windows thinking

There are no known Windows-like Viruses in the wild that self replicate and affect macOS, because of the underling UNIX  Foundation and Permission Limitation. 

The Operating System resides in a Sealed and Read Only Volume that cannot be opened by the User nor by Third Party Applications.

The Only thing this Antivirus software is protecting is the Bank Account of the Developers and for zero return to the User aside from the problems this software creates.

Security. Built right in

Mac app security enhancements

 The Built in Security  is all that is required to protect the computer.

Protecting against malware in macOS

There is Adware & Malware which will affect the computer and is generally downloaded from “ Shady “ Websites or Developers who Inject this software into the download.

It will also Require the User'r expressed Consent to Install visa vie Computer Password

From a well written User Tip from @Kurt Lang

What is malware? - Apple Community

I have Intego antivirus on both computers.

Uninstall Intego and try again.

3rd party virus apps (Avast, AVG, Bitdefender, Intego, MacAfee, Norton, Kaspersky, ESET NOD32, Trusteer, PC Matic etc) and 3rd party "cleaning", "optimizing", "speed-up" apps (CleanMyMac, MacKeeper etc) produce obscure errors like this and are not needed.