I am filing a tax return and I have cleared out the red diagnostics. The yellow diagnostics (caution) are still in 'Review Diagnostics'.Is there anything on my return that I need to review in regards to those?

The yellow diagnostics serve as a guide. They do not indicate that there is anything wrong with your tax return. They are a precautionary message about the slips filled out and credits claimed. If you have correctly entered all the information related to the tax year, you can transmit your return to CRA.