You can get three different kinds of 'warnings' after you have pressed search on dokkansearch:
The first one tells you that you have to choose a region.  You have two options: Global or Japan.
The second warning also has to do with a missing setting. You forgot to choose either Android or iOS as the device. 
The last one will only displays when you search for an account that isn't in the database. It doesn't mean that the website isn't working correctly; it just means that you have to change your search settings and try it again until it works and an account can be found.