How to make a Report Concurrent Program to end up a Warning state.

It is pretty easy to make a PLSQL Stored procedure Concurrent Program's status to Warning by assigning the value '1' to the Ret_code Out variable.

In the case of reports, we can use
declare
var boolean;
if :cs_count >10000 then
var:=fnd_concurrent.set_completion_status('WARNING','Report will show the warning state now');
end if;
The above package will return a Boolean value TRUE if it successfully completes with a Warning.
You can use it in the Before or After report Trigger or anywhere in the report trigger depends on the requirement.