@IncompleteSenten You were on Mumsnet, and the connection to Mumsnet was secure.
There was an advert on the page which loaded an image (and only an image) from a different domain (which is very common). Unfortunately, in this instance, the image was loaded from a URL beginning with http instead of https, which is why the padlock wasn't shown.
We monitor these very closely, and when we spot any that are not using https URLs, we take action to remove them.
It wasn't anything nefarious, and please be assured that we've taken action to remove the offending advert from the site.