A "warning shot" means firing a bullet not to hurt or kill someone, but to give them a signal or a sign that they are being warned or told to stop doing something. Full definition
If they see you applying for lots of credit at once, they'll tighten their purse strings and fire a few warning shots at your credit score. (fidelity.com)
It was their decision to fire rounds of warning shots in the air that finally forced the crowd to beat a retreat. (citifmonline.com)
That's essentially what this study represents: an early warning shot about our growing inability to safeguard the privacy of sample donors. (massgenomics.org)