I have a folder here called D:\darkmod, which has all the PK4 files and TheDarkMod.exe in it:
I start DarkRadiant (either 2.5.0 or the most recent Git version) and set up the Game/Project paths like this:
DarkMod Path set to D:\darkmod
Mission: forest (I can select just any of these from the dropdown)
DR saves those settings and doesn't issue a warning. I can shut down DR and re-open it, both without any dialog, it keeps the settings.
My relevant log section looks like this:
GameManager: Selected game type: The Dark Mod 2.0 (Standalone)
GameManager: Map path set to D:/darkmod/fms/forest/maps/
GameManager: Prefab path set to D:/darkmod/fms/forest/prefabs/
Initialising filesystem using 2 paths
VFS Search Path priority is:
Can you try again on your end with the DarkMod path set to E:\darkmod? The mission list below the path should populate itself as soon as you enter E:\darkmod in the path box, so you should have the "campaign" option in there.
If it still keeps issuing a popup on startup, I'd like to see the darkradiant.log file from your Roaming\DarkRadiant folder, please.