These errors do NOT affect the game. This message is strictly for anyone working on plugins in the Construction Set.
When loading all three master files in the Construction Set, several dialogue warnings will appear. None of these errors affects gameplay. The Construction Set believes there are errors because the Tribunal and Bloodmoon master files are designed to only be dependent on the Morrowind master file -- and not each other.
The Tribunal and Bloodmoon dialogue stacks generate an error message because they only expect the Morrowind dialogue stack to exist, and not dialogue from the other master file. The system does compensate and all the dialogue is in the correct order so quests still work correctly, but the error messages will continue to appear.
The workaround to get rid of the error messages is to add the following line to your morrowind.ini file:
AllowYesToAll=1
Just add it beneath 'Max FPS=xx' (near the top of the ini-file); and save.
When the error messages appear, click on CANCEL and you will only have to see the first error message. If you are a modder who is adding new dialogue, you can still look at your warnings.txt to debug your dialogue and look for issues.