This is not unlike the special frame style suggested here for root windows. However, while there’s already a way for the window manager to tell whether a window belongs to the superuser, there’s currently no way to tell whether a window is a warning, so this would need a change made to the EWMH and then need all the toolkits fixing to use it. It’s thus rather nontrivial, although it may still be worth it if it helps users.
I am seriously entertaining the idea of doing away with the window and frame_style_set tags in v3 of the format, and just using tags on frame styles such as maximized, shaded, focused, unfocused, root, warning, modal, and so on, with some well-defined and intuitive rule about how to break ties:
<frame_style geometry="foo" tags="border focused maximized">
<piece position="title"> ...
Photo © Robin Gallagher, cc-by.