Warning about what? I already said, there is no implication Dante knew about whole Sanctus plan. Otherwise i doubt he left after only shooting him in the head. And why Dante should kick Nero aside, if he thought Nero was completely capable of doing his job.It was obvious what was wrong. Dante HIMSELF even said it; "It must be the affects of the GATE. Meaning he had plenty of time to destroy the hellgates himself, but pussyfooted around and left it to Nero while he did god-knows-what. Oh and good job Dante at preventing Nero from walking into a deathtrap and then let him walk into almost all of them, fight him, and be like "naw, go ahead anyway" instead of maybe warning him.
And demons already flooded town. You just said earlier that Angelos and Order were capable to hold small breaches. So wasn't it a little more important to discover Agnus' plan? (that aside main gate wasn't even working at the time of Dante's second meeting with Nero