Hi James,
The warning [WARNING!] NO MEMBER SPECIFIED FOR DIMENSION... is related to BADI parameter QUERY=ON, for QUERY=OFF no such messages should be present! In my case (800 SP14 version of BPC 10.0 NW on BW 7.3 SP 12) I can see the message like this only with QUERY=ON.
For the rest you have to debug badi execution.
Vadim