VS Code 1.59 (July 2021) introduced new color tokens for status bar warnings.
They will be added and adjusted to match Nord's theme style:

• statusBarItem.warningBackground — the background color used for warning items in the status bar that stand out from other status bar entries to indicate warning conditions.
• statusBarItem.warningForeground — the foreground color used for warning items in the status bar that stand out from other status bar entries to indicate warning conditions.