Engine warning when the MOB+ goes into MOB Mode or the MOB+ is not connected, is this normal?

Normally this is standard engine system function. Most modern engines will give a warning to indicate that the emergency stop lanyard is not connected when trying to start the engine, or if the emergency stop lanyard is engaged while the engine is running.

Check if the warning comes on when you try and crank the engine without connecting the MOB+. If you get a "check engine" or "general warning" this indicates that the engine is giving a warning to let you know that the MOB+ must be connected (or the regular emergency stop lanyard in a system using the old lanyard based system).