This device is jailbroken or rooted

We can only assist you to remove the jailbreak.

If you dont think it is jailbroken then first ensure this is not a spoof.

Then uninstall any VPN that may generate such a message ftom your bank or other financial app.

See if you have an app called Cydia which is s sign of jailbreaking.

If it looks like it reslly IS jailbroken then

DFU

 https://support.apple.com/en-gb/HT201263

Settings, General, VPN Drive management, any VPN there? Remove it.

What app gave the warning?

If this phone has been purchased via an unauthorised supplier or used , there is a real risk that its actually a network locked and even potentially stolen phone, and that its been unlocked (Jailbroken) via a unauthorised method to allow it to work with any SIM.

Apple retains records of White and Black listed phones - The Sim lock is done in firmware as a level of security and the Network operator (owner of the SIM) must request the firmware be unlocked NOT the phone owner directly.

Normally what happens Is one of these phones may display a software update and pole Apple , When the records don't match this warning is the result.

Apple forbids any support of Jailbreak devices. You have a paperweight as far as this support forum is concerned.

And the second question?