Hi, Nanno,
Thank you, this is a known warning message due to the news manager cBot not being set up, you will need to do this for the news setting to work.
https://clickalgo.com/forex-news-manager
We are also going to update the Neptune trading robots soon to remove this warning and remove the need for full access for the cBot.
I can see from the News Manager settings you have not downloaded the news file csv from myfxbook and run the cBot, if it was successful you would have seen all the news events in the log.
Try this first and let me know if you are still getting the warning. Thanks for the report.