The warning sign with an exclamation is an indication that some features may not be working for the campaign. When you create a campaign on a plan like Business or Pro and your account is downgraded for example from Pro to Basic, the account will no longer have the custom traffic source feature. Even though the setting is set to enabled, it is no longer working unless you upgrade your plan to Pro or Business again. If you expand the website campaign panel with the warning sign, you’ll see which settings are not working.
Once upgraded, the warning sign will be removed. If you do not wish to upgrade, you can also disable the geo-targeting and/or white-label traffic in the manage site settings to remove the warning sign from the campaign.