Some things for you to consider..
You don't necessarily have to do anything. The warning is just a warning, and now that you have actually replaced the fuse, nothing else will happen. You can ignore it.
However, if you ever travel to mainland Europe, you can visit any Tesla Service Center and they will fix it for you. You can book the service with Tesla app to any country. I'm from Finland and have visited service center in Austria, for example.
Tesla is correct in that they don't have official support in Cyprus. They don't sell cars there and don't have service centers. You have bought the car through some company that buys the cars from Greece and brings them there. That is not official Tesla import, but all warranties should be intact as long as you can bring the car to any service center.