Only problem it'll cause is that you won't be made aware IG of new updates for those mods, really. You can play without problem at all.
The "bug" if you can call it that is the URL doesn't redirect correctly, so the checker can't do its job in those cases. The URL problem comes from the mod author's side though, not Nex.
So tldr: won't brick your save, won't ctd. It's just telling you it doesn't know if there are new updates for those mods.
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That was a replay from the Nexerelin mod about this issue potentially being caused by their version checker. Apparently it's fine to just play with it.