Threat(?) not picked up by Norton Scan

I keep getting a "pop-up" which my Norton security seems not to deal with.  It is a pop-up with the following statement:

  

** Microsoft Warning Alert **

Malicious Pornographic Spyware/Riskware Detected

 

Please call us immediately at 020-3514-9444

 

Do not ignore this critical alert

If you close this page your computer access will be disabled to prevent further damage to our network

your computer has alerted us that it has been infected with a Pornographic, Spyware and riskware. The following information is being stolen

 

> Financial Data

> Facebook Logins

> Credit Card Details

> Email Account Details

> Photos stored on this computer

You must contact us immediately so that our expert engineers can walk through the removal process over the phone to protect your identity. Please call us within the next 5 minutes to prevent your computer from being disabled or from any information loss.

Finished.(my comment)

I have just now noticed that Norton does not support Edge which is where the item now is but it has also appeared on Chrome.  I would appreciate any advice on how to get rid of it.  I have run scans with both Malwarbytes and Norton.  The last time I ran Malwarbytes it picked it up and quarantined it but is not now picking it up again and it just keeps coming back.  I seems to be coming from Facebook as it arrives after I have been on that site. I have also run NPE which did not pick it up but I only tried than when it was on Edge, not the occasion when it was on Chrome.