If I send all my supply train to one location would that action connect to all my settlements?

I notice these warning icon next to the settlement names in the workshop tab, but I see the settlement doesn't have a problem. What could be causing this?

How do you send settlers to other settlements?

Dogmeat dissappear in Santuary Hills, does anybody know where he is?

Why don't companion return to there own homes instead of settlements? exp: Piper and Valentine to Diamond city?

Dogmeat, is most likely by a doghouse in one of the buildings backyard.

Try to look for dog houses. There are 2 or 3 in Sanctuary. Mostly in backyards so are easy to miss. Dog I bought is using them, always hanging near one. Chance is Dogmeat does the same when off duty.

The "Move" command for settlers is in the Workshop menu. It is listed at the bottom of the screen just like the command to select a settler for a supply line (it's just a different key/button but the mechanic is the same).

They don't return to former homes because they now have a new home with you.

I think that the warning icons (exclamation points in yellow triangle) in the Data > Workshops menu are to alert you to upcoming potential problems that you may need to deal with soon. If left alone, the specific area of concern will likely become red over time and happiness will start decreasing, settlement may be attacked, etc. It gives you time to address upcoming problems before they become severe.