When I push the test monthly button on my thermostat, the screen goes red and tells me to call Warmup. Should I be worried?
No, there is no need to be worried.
The test monthly button is for you to test the built-in GFCI protection on your thermostat to ensure its functioning properly. When you press the clear test monthly tab on the bottom of the unit when it is active, you are supposed to get a Ground Fault Error message, which then prompts you to call Warmup. Just follow the steps to clear the error message if it is a test.
Here is a video guiding you through a Ground Fault Error test:
If you push the test monthly button and nothing happens, please call Warmup for further technical assistance. If you press the button and the message will not clear, try a power cycle as seen below.