Trade routes messages are frequently warning me about losses if the wagon/ship drop the cargo at colonies. Most of the times when I see it, the warehouse still has capacity for storage.
In the screenshots, it's complaining about losing 30 units of ore but the colony has 300 of capacity.
There are 132 units and 48 will be consumed.
If I'm not wrong, it always takes the first warehouse extension max capacity (200 units) into account. But the colony has an expanded warehouse.
This issue should now be fixed in the development version of the game.