As far as I remember, the warning you are talking about is related to the change address. I actually found this thread written by you. Your derivation path back then was 'm/49'/0'/0'/0/' so you should select p2sh-segwit while creating a new wallet. Take a look at the image below.




Nope! Open Electrum and select 'File -> New/Restore' in the top-left corner or press CTRL+N. Select 'Standard wallet', 'Use a hardware device', connect your hardware wallet and select the derivation path just like on the image above. Don't add any numbers!