The question has two parts
The names of the script projects are not displayed on the script page of the site
Warning "This application has been created by another user, not Google".
On the first part , I have been able to reproduce the problem.
Inspecting the code of the page I found that the link to the script exists but the text of the "anchor" is empty.
An interim solution is to open the script from link where it can be found by name, owner and / or modification date.
Another interim solution is to use the browser developer tools for example to assign a text to the link or extract the URL.
Note:
In the official help forum (in English) there are several similar reports of recent dates, but at the moment they do not have a response indicating a solution or way to proceed.
Some reports in the official Google Sites help forum are the following:
On the second part , the notice in question has been shown for years, this happens with web applications of projects linked (bounded) to a container (site, document, spreadsheet, presentation) as in independent projects (stand alone).
Here is a question in Stack Overflow in English dated 2015
In the answer to the quoted question, it is indicated that this alert is shown in free accounts and the only way to avoid it is using a G Suite account. In another answer a trick is mentioned that is to place the application in an iframe and offset it so that the alert is hidden.