If any of your jobs finish with "Warning" you should investigate the warning, but you can rest assured that the backup created is OK.
I thought that the warning could mean that when it comes to restoring a backup there may be issues - but no, the backup job is 100% OK.
Obviously different warnings can mean different things, for example I was having VSS Writer problems - but as my backups run every 24 hours the VSS Writer has plenty of time to "fix" itself before its next run.
Source:
Jamie,
Mmm... it was a problem you would get "failed" status instead of "warning". We are not allowed pushing "success" if some steps didn't complete successfully even if they do not cause problem with backups. It is simply irresponsive behavior.
As i mentioned there are situation that incorrect unfreeze may cause further session to be failed if they are running in a row. Running out of space, hot-add isn't supported, cannot use CBT due to snapshot and other warning messages are supposed to be shown to warn you about some not-critical sitiations wich you may need to pay attention to. If it is OK for you you may ignore them.
Thanks,
Eugene Romanyuk
Veeam Support