AFAIK the only warning is "Thargoid" on the system description when you're charging FSD for the jump.
FD seem to have fallen in the "EULA" trap for displaying information to a user.
Because the display box is there every jump... sure info is colour-coded... but it's display isn't exceptional, and so it's summarily ignored because 99% of the time it can be.
I wonder if instead of "Frameshift drive charging" for every. single. jump. it's time to actually get some dynamic audible cues.... people can choose not to look at something... it's hard to not hear something though.
You could apply some precedence to it, so it'd look something like
"Jumping to Thargoid system"
"Jumping to Anarchy system"
"Jumping to Hostile system"
"Jumping to Hazardous Star system" (WD, Neuts)
"Frameshift drive charging"
Or have it dynamically build like the ship serials are:
"Jumping to (announce relevant modifiers of Thargoid, Anarchy, Hostile, Hazardous) system"
The reason the text-on-screen works and is sufficient for, say, on-foot security scans is that it
is exceptional... you only see that when you're getting scanned, not, well, constantly even when it's status quo.
It's especially pertinent now that we've got comparatively dangerous systems smack in the middle of the "normal" systems which new players can just wander right into. Even EVE has a hard-warning pop up when you try to enter a dangerous system as-default.
(As another relevant example... if you get scanned by another ship, the most useful indicator is the audio cue)