Thank you Patrick for your answer,
SharePoint is our intranet zone in the company.
I have valid certificate from 1.10.2010 to 29.9.2019; this certificate is assigned to the InfoPath file (I can see it from Security and trust --> Form template Signature). I also have security level "full trust."
I don't know what more security settings you would need?
Once encountered that error I tried to solve it by creating another certificate but didn't help. If I remember correctly the problem started to appear after I had copied the file to another location in my computer. I received a notice related to publishing and certificates, probably just clicked OK. Could this have caused something?
Some users in our company still get "normal" security notice where they can select "Trust all documents..." but most don't get it.