The warning message says "If you are including any Fake Illusions in this Blueprint". How would I know when that's the case?
I'm trying to better understand when I need to be worried about breakage and when I can ignore this warning, but I couldn't find an explanation of what fake illusions are, or how to know when they are used.

Illusions are described in the Tips & Tricks. Basically, some other mods have rather complicated scripted entities that sometimes should not be used within Sandboxes. Users still want to place those items when designing their blueprints, even if they are not functional. When you place items like that, they are called "Fake *" so you might notice after you place them that they don't do anything or that their name is different.

These are only applicable to very interesting or very complicated mods, such as Space Exploration. Since most of those mods aren't yet integrated/published for 2.0, there's basically no current examples I can provide.

Ah! I had no recollection of them being explained in the Tips and Tricks, but while reading, I kinda got the feeling that I read this before. In any case, it doesn't mention any concrete examples, so thank you for your explanation here!
It's very good to know that they can be recognized by their name. (I suggest adding that to the explanation in the Tips and Tricks.)

I feel much safer now, thanks!