To be honest I don't have a clear answer to your question. I thought not post it publicly because its not for everyone to know. After second thoughts I can't find a reason why not to make it publicly. It's an official warning. No need to keep it private.
I looked for their discord by wasn't linked. A lot of accounts don't have it.
The 'i didn't know' and 'i never got a warning' statements can't be made if its public on their wall. Everyone can see it. I'm just wondering if there is a way to lock a message on the wall to prevent them from deleting the official warning. Not sure if the message wall was made for this purpose.
EDIT: With the ability to lock messages on a message wall it's a solution. Just make it public and lock the message to prevent deletion.
Thank you for your replies. The discussion helped me out a lot.