Did you use the Style Manager to create this style (as a CSS file), or did you use PROC TEMPLATE? Or both?
To add your custom style and avoid the warning:
Define the style using PROC TEMPLATE, making sure to store it in a location within your ODS PATH search sequence.
Use the Style Manager tool in EG to define a new Server-side style, which will put make the style name available for selection in your Results options.
If you're starting with just a CSS-based definition, you can turn that into an official SAS template version by using PROC TEMPLATE to "ingest" it. See this documentation for how to accomplish this.
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