If you're able to, can you provide your latest log file?
https://community.thefunpimps.com/threads/how-to-report-an-issue-please-read-before-creating-new-threads.42881/
If you have another storage drive, you can use File History from Windows to automatically backup and save your files/directories. The game's saves are just too big for Steam Cloud.
The OP was asking if they did something wrong or if the message can be ignored, which it can be. So, yes, in this instance it's just a warning message.
It might be the reason for your delayed start-up time, but then again it might not be. Pretty sure TFP are aware of it though.
I heard it can take sometimes a bit before it shows up. As long as you have it claimed and are on the right version, the outfit should make an appearance soon. Could try creating another world temporarily and checking there too.