Something similar happened to me last Christmas with a Lexar Pro too. I usually don't record videos but that occasion was worth it... I now clearly recall the camera showed the same message you mentioned in the middle of the recording and of course I missed the moment and the video...
I am trying to remember if that happened also when I took some photos but can't remember.
What did I do? In that moment I took my xpro1 so I forgot the problem... then I formatted the card in the camera (xt1) and I didn't get that message again. Weird thing. I hope it never happens again.