NT Authority will not give me access !!!!

Hello,
I could use some real help here. I have a Dell Inspiron 5775 running Windows 10 Home 1909 up to date, in the past I could go into performance monitor as admin and I could add New Data Sets for GPU and CPU. Now when I tried to add these parameters I keep getting the NT Authority window popping up asking for user name or password and its telling me "Invalid User Name or Password". I have tried all my email & computer passwords to no avail. I have never had this issue before so I am bewildered on what to do.... Is there some value in Local Group Policy Editor I can modify to shut this nuisance down?? I thought about Security Policy but I am not sure how to config. The best I can surmise is that one of the updates I had supplied this beauty for me as part of the package, Why who knows??? So to give a example I go to Performance Monitor & right click to"Run as Admin" then to Performance Monitor and then to User Define and add New Data Collector set. Then first window I add "total processors/core" 7 and then add "Threads" , change the sample interval to 60 seconds and then wrap it up but on the last window for saving theses figures NT Authority kicks down the door and holds me hostage until I can figure this out (more like not me) So if any one could please help me out that would be totally awesome. I thank you in advanced for your time, effort, skill set and knowledge. I tried Dell but the extended warranty I bought doesn't cover software issues.

Hi Denis,
Okay I have attached a screen shot of the NT Authority.
My box shows Performance Monitor at the top.
Enter User name for the data set. The window has NT AUTHORITY, if you drop it down then it will have both of my email addresses.
Password....
then Ok or Cancel.

On the Properties Window of the Data Collector set
General Directory Security Stop Condition Task
Description
Keywords
Run as: NT AUTHORITY [change]
OK Cancel Apply

When I log on as Admin I do so thru the Windows Admin Tools
scroll down to Performance Monitor and then right click and then select Run as Admin.
I do not go thru the Command Prompt.

This is the first time I have seen this window, never before has it done this, hence my aggravation with the situation
Thanks

It really annoys me when these things happen, I like getting the most from the system since its available