I wonder if we shouldn't really be using warnings.warn for these cases.
Per the python docs:

warnings.warn() in library code if the issue is avoidable and the client application should be modified to eliminate the warning
logging.warning() if there is nothing the client application can do about the situation, but the event should still be noted

I think warnings.warn is appropriate here. Also please merge from master, because these warnings have a live change.

This has been superseeded #1343. Thanks a lot for the PR @Tom-Brouwer, your commit also exists in that PR, we must wanted to make a couple of commits on top.