"Oblivious" used to refer to forgetting, but is now often used for this sort of failure to notice. It lacks any special connection to warning signs, as do my other suggestions.
lacking remembrance, memory, or mindful attention
lacking active conscious knowledge or awareness —usually used with of or to
"Father was oblivious to the man's speculative notice of his wife."
And one I happened across and liked: "In my career I have never felt that my being a woman was an obstacle or an advantage. I guess I've been oblivious." -- Carole King
It seems to me that other close words, more casual and apparently less specific, include clueless and dense.
Again from Merriam-Webster website: Definition of clueless include "completely or hopelessly bewildered, unaware, ignorant, or foolish."
And as to dense, Merriam-Webster defines it as "slow to understand," making it the loosest fit for the word sought. But it seems to me that the word is used as I suggest, for a failure to see what is obviously in front of you.
But I did not find instances of careful writers using the words the words clueless or dense as I have suggested.