in the view:

<record id="some_form" model="ir.ui.view">
    ...
    <field name="arch" type="xml">
        <form string="Some Name">
            <header>
                <button name="wkf_grant_order" type="object" string="Grant Order" states="confirmed"/>
            </header>
            ...
        </form>
    </field>
</record>

in the function:

def wkf_grant_order(self):
    return {'warning': {'title': 'Warning', 'message': 'Skipping granting because order is under 1000.'}}

i left out the other parts but what i tried is basically this.

you can add exception with raise

from odoo import exceptions 
raise exceptions.Warning('Warning message') 
raise exceptions.ValidationError('Not valid message')