Help With Setup

I’m having issues with setting up the Firewall on my server. I am running 3 single installations of wordpress on one server setup in the following fashion:

public_html – Installation for website 1 at top level
public_html/website2 – Installation for website 2 in a subdirectory
public_html/website3 – Installation for website 3 in a subdirectory

When I started setting up the firewall I noticed the following tip:

NOTE: If you have separate WordPress installations with Wordfence installed within a subdirectory of this site, it is recommended that you perform the Firewall installation procedure on those sites before this one.

However when I try to run the setup in the subdirectory installations I get the following error:

Security check : Invalid Access

Starting the setup at the top level let’s me proceed, however I haven’t yet completed that due to the sub directory issue.

Any advice to get around this or should I just setup the firewall on the top level site?

https://wordpress.org/plugins/wordfence/