Did you tried to verify Delphix setting for user and password for this environment ? Please go to Manage -> Environment and click on environment in question.
In right panel please click on pencil icon, close to user name you defined for that host, enter a password for that user and confirm it. Delphix will verify a user and password at this stage and will inform you if it is able to ssh to a host using provided credentials.
After this verification your alerts should disappear.