The use of curved members is the most likely reason. The local Y for these members would be normal to the plane of curvature and so loads in local Y would be out of plane loads. We do not recommend using curved beams anyway, in spite of the fact that it has a superior stiffness matrix, due to several limitations that exists in the current implementation. For details of these limitations, you may refer to the following forum post
communities.bentley.com/.../8353.aspx
So try replacing these curved members by a series of straight segments and it would most likely take care of the warnings. If not, you may upload the file and we can take a look.