When you save any gears/accessories set, then change anything within the set such as melding materia or changing colour, that message will appear. You will need to re-save it again.

This message happens between shared gears/accessories. This simply warns you that the original status was altered. Example: if you had some crafting chest piece with some materia on it, but decided to wear a new one and convert the old to materia. This will remind you that the old piece had different status (melded) and now its no longer follows the saved criteria. end.

As for red numbers with melded materia, each item has a cap on the buffs you can add to it and it applies on all gears/accs.

Example if you're melding a Gathering Guerdon Materia I, you'll see on the melding window (Gathering +3), that means full stats are added to the piece.
But if you try a Gathering Guerdon Materia II which should add +4 points to gathering , but you see in the melding window (Gathering +3) in red that means part of materia stats will be lost indicates that max allowed Gathering points can be added is +3 so a Gathering Guerdon Materia I is enough.

Same if you try to meld Vitality materia to any gear that has Vitality in its base, you'll see +0 means it will add nothing. Mind that melding +0 is acceptable if you meld in sake to make Spiritbonding progress faster.