From what I understand this looks to be due to https://github.com/vyos/vyos-utils/blob/master/src/validate_value.ml catching both stdout and stderr output from the validators and only printing the captured output if the validator exit status is 0 so there isn't a way to print warnings unless it always prints the output or handling for a special 'warning' exit code was added.

This doesn't seem to help, whatever is calling the validator script seems to hide the output unless the exit status is non-zero.

PR https://github.com/vyos/vyos-1x/pull/1032