This warning message is related to the configuration of the dropshipping operation type used in the dropship route .

When dropshipping products directly from the vendor to the subcontractor you have 2 configuration options :

Use the standard “Dropship” route  and add a new rule to transfer the products from the vendor location to the subcontractor location.

Option 1: link this new rule to the standard “dropship” operation type.

Option 2 : link this new rule to a new “custom dropship” operation type

!!! Create this “custom dropship” operation type by DUPLICATING the standard  “dropship” operation type!!! 

If the operation type is created from scratch→ You will receive the following error warning message “For the product “X” the warehouse of the operation type (mycompany:Dropship to subcontractor) is inconsistent with the location of the reordering rule -Change the operation type or cancel the RFQ”      

-> add the correct warehouse on the new operation type (!!!This field is hidden by default.If you're not in the multicompany configuration, you'll have to make it visible first with Studio)   

→ The main advantage of option 2 is  that you can organize your dropshipping actions per subcontractor by creating a custom operation type for each subcontractor, which creates a clear overview.

FYI: 

configuration screenshots option 1:

configuration screenshots option 2:

new rule linked to custom operation type