Do I need a warning label at my door regarding Annex fitment?

Yes. See Clause 6.15 which requires a durable sticker with minimum 5mm font.
RV Merchandise Catalogue sticker code C-5H is compliant and states “WARNING IF FITTING AN ANNEX, CONTACT A GAS FITTER TO ADVISE ON THE VENTILATION REQUIRED FOR THE SAFE OPERATION OF GAS APPLIANCES”.