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Take a look here 2103 or later, Start menu roaming is enabled automatically forWindows 10 but not for RDSH. Check the UPM logs and it will tell you what it’s doing as well. https://docs.citrix.com/en-us/profile-management/current-release/profile-management-best-practices.html#start-menu-roaming

Error1 is correct, yes, according to be best practice doc above we need to include(mirror the folder) both on Win10 and exclude both on Win server. For Error2, you can just ignore it or change the log to another path