That which is shown in your first screen shot, is indeed not an error message.
The maximum nesting depth are but 58 objects, as I have yet written.
Of these you're far away.
The nesting depth in your program is only 11 objects.

The nesting is always displayed.

Nesting depth is the number of blocks in the longest way from a Input or Marker to an Output or Marker.

I1 ==> B001 == B002 ==>Q1 is a nestingdepth of 4

Its only for the old LOGO types. The 0BA3 have a max of 58 the 0BA1 have only 9 as max.

The LOGO 0BA4 and newer have no limits in the nestingdepth.

Now times have the hardware selection all selected logo and the information for the individual logos looked at in terms of the nesting depth:

0BA0 = 9 = nesting depth = 1 Input + 7 Blocks + 1 Output
0BA1 = 9 = nesting depth = 1 Input + 7 Blocks + 1 Output
0BA2 = 58 = nesting depth = 1 Input + 56 Blocks + 1 Output
0BA3 = 58 = nesting depth = 1 Input + 56 Blocks + 1 Output
0BA4 = No Limit
0BA5 = No Limit
0BA6 = No Limit
0BA7 = No Limit
0BA8 = No Limit