Yes - you would hand messages inside the afs. Of course if they are just plain warning messages then nothing needs to be done. But if it is like a yes or no question then you set the answer before the question pops up in the code. I am not sure anything needs to be done for the 2 questions you mention.
My latest mantra - make sure you have latest stpapi patches and the latest session object. If on LN then please explore the option of using DAL2 functionality.
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