If you think this message is appearing erroneously, make sure that it is not caused by one or more of the a-e-i-o-u sets being selected in the Holidays Override property of one of the DiaryGridLines.
Cause : One of the Macros used in one of the DiaryGridLines of the current Script refers to one of the Holidays List, but no Holidays Sets have been set for that Holidays List. This can be due to function calls, within macros code, such as EvalToken and SetCurHolidaysList.
Consequences : The part of the Macro related to this Holidays List will never be performed, presumably causing problems with you Macro.
•Change List of Holidays Sets : Opens the corresponding Holidays List property editor, so you can select one or more Holidays Sets to use.
•Edit Holidays Rules : Let you add/modify holidays rules.
•Use one of the prefered Holidays Sets : At the bottom of this popup menu, you will find the "favourite" Holidays Sets as you have selected them in International Preferences. Note that you can only select one Holidays Set using this solution.