I don't think the message "URLs/query omit relationship to parent record" appears because it's a embedded list.
Secondly we can copy the query in the embedded list also once we have the filter condition.
Refer Snip-1
In Related List also we get the message. Refer Below Snip
If my response helped, please mark it helpful and accept the solution so that it benefits future readers.
Regards,
Rohit
