The most common and most likely answer to this crossword clue is the 6 letter word AUGURY
I've seen this crossword clue in The Guardian
A
U
G
U
R
Y
Buddy explains!

The straight part
We know that "Warning" is the straight/definition part of the clue. The straight part is often a synonym or definition, in this case warning = augury.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.
What does AUGURY mean?
AUGURY noun- A divination based on the appearance and behaviour of animals.
- (by extension) An omen or prediction; a foreboding; a prophecy.
- An event that is experienced as indicating important things to come.