The best prepositions for "We warned him ____ the danger" are of, about, or against, with "against" often used for cautioning against an action, "of/about" for informing of a risk, depending on context and nuance, though of or about are common for the simple notification of a hazard.
We warned him ____ the danger.
Review the verified answer and explanation for this ASF Airports Security Force past-paper question on CampusFin.