Why question the warning? (9)
I believe the answer is:
wherefore
'why' is the definition.
(synonyms)
'question the warning?' is the wordplay.
'question' becomes 'where' (I've seen this before).
'the warning?' becomes 'fore' (I've seen this before).
'where'+'fore'='WHEREFORE'
(Other definitions for wherefore that I've seen before include "Cause" , "Why Juliet asked" , "O Romeo, Romeo! - art thou Romeo? (R&J)" .)