So your rules are fine. The warning is there probabbly because you have iptables-legacy installed. Get rid of that and optionally install iptables-nft for compatibility with mwan3 for example and the warning should go away.
As for the include parts you may add specifically:
option fw4_compatible '1'
Edit: which version of TOS are you on? Because I remember that some eairlier update fixed that automatically.
I found it!
It suppose to be done in 7.1.3: