Update. I phoned the insurer and indeed they told me I was not covered if I go into the state listed, no matter if it is related or not to the warnings. So I switched to Blue Cross.
Blue Cross does cover, except if an incident is directly or indirectly related to war, civil war and things alike. In the contract it does not state to check the travel advisory. She told me if an incidence happen and it is not related to a crime or things alike, I will be covered. If I end up between two gun shots of gangs, I am probably not covered, but other than that, I will be covered.
So I switched to Blues Cross, a little more expensive but I will feel more secure.
