At a minimum there should have been a warning for low brake fluid, if the reservoir was really empty.
I did see a number of warnings flashing by on the screen, but couldn't read them. @mattcrowley were those tire pressure warnings or something? (I'm assuming you just don't have TMPS sensors on your aftermarket wheels.)
The tire pressure warning was on at the start, since I lowered the tire pressure to ~33 front / ~35 rear psi from 45 psi. Yes, I have TPMS on all wheels. The tire pressure monitor warning seems to come on if the tire pressure is lower than 40 psi. For track days you need to lower the tire pressure to provide an optimal contact patch. The ambient temperature, internal tire temperature, track temperature...can all change the characteristics of grip on the track. So a stock 45 psi setting on a Model 3 is way too high and makes the tires feel like rolling stones and provides no satisfaction.
Yes, the Model 3 software provided a general check brake light at the top left of the display. Autopilot and Automatic Emergency Braking were also disabled...since there were no brakes. That is all good and normal.