The most common and most likely answer to this crossword clue is the 4 plus 6 letter word FIRE ALARMS
I've seen this crossword clue in Financial Times
F
I
R
E
A
L
A
R
M
S
More clues leading to the result FIRE ALARMS
Buddy explains!

The straight part
We know that "warning devices" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case warning devices = fire alarms.The cryptic/wordplay part
In cryptic crossword there's often an wordplay/cryptic part as well.This part involves a more complex hint, such as an anagram, homophone, hidden word, etc.
Sadly, We don't have an explanation for this specific crossword clue yet.