it could be any warning - I did not look at your files.
yellow = warning, red = error.
have your tried a forced rebuild?
Check the mates on those parts - my guess is you should not have to fix the pin, just move and rebuild twice.
In the video chain is moved to the new position of the pin without fixing the pin to new position, I do not know how to do that.
Can you upload the assembly??
What I would do is use the same mating technique that I explained in Alin Vargatu 11th Challenge where you use a Spline Line to mate the pin and the chain to and then it should move correctly, but without the assembly to test I am just guessing..
if you are refereeing to the yellow file name - that is indicating that there is a warning in the file.