We run our Moodle installation over HTTPS at all times. Grid course format appears to expect HTTP, and attempts to load YUI scripts from the Yahoo CDN over insecure HTTP, thus causing a message about insecure content in IE and Chrome.

The page at 'X' was loaded over HTTPS, but ran insecure content from 'http://yui.yahooapis.com/combo?gallery-2013.10.02-20-26/build/gallery-event-nav-keys/gallery-event-nav-keys-min.js': this content should also be loaded over HTTPS.

This appears to be occurring in the YUI libraries provided by the module.

To reproduce:
Setup a Moodle instance on SSL
Set a course to grid-format
See that there is insecure content warnings.

What was expected:
Set a course to grid-format
No insecure content warnings

What actually happened:
Set a course to grid format
Insecure content warnings generated.