Hello,
There must be some other posts explaining this but well, if you prescribe a depth at an exit with a free velocity, this velocity may diverge if it enters the domain. When it is exiting the domain, it is strongly influenced by advection and thus by values inside the domain, so it remains physical. When it is entering the domain, advection is cancelled, and the velocity may evolve strangely, the situation is closer to a prescribed velocity. The theory behind is the characteristics and the Riemann invariants, when the velocity is entering the domain, an extra Riemann invariant should be given, and is missing in your case. The solution in case of problem is the Thompson boundary conditions.
Anyway, if you do not have a crash and do not see strange recirculations at your exit, you can discard the message and proceed.
With best regards,
Jean-Michel Hervouet