I have a warning message 'The following macros are not currently supported in the header:'

[wrl.delvaux]

All my pages show the following warning

The following macros are not currently supported in the header:

• unmigrated-wiki-markup

null

I have no clue how to get rid of this.

• I have no header in any of these pages
• When I edit the page the warning is gone but reappears when publishing

help ! (noob)

[Nic Brough -Adaptavist-]

The "header" it's referring to is actually part of the page surrounding, rather than the body of your page (content).  

It's a result of support for the "unmigrated wiki content" being removed from Cloud.  To have got that in there, your page was probably originally written on a Confluence server that was upgraded from a pre-4.0 version up to 4+, and then migrated on to Cloud.

I guess there is something in the content (or metadata) that is still hanging around from that upgrade to Confluence 4.

I'm not sure how best to get rid of it.  You could create a new page and copy the old content over into it, but you'll lose the history if you do that. 

The other thing to do would be look through the content of your page for anything that mentions wiki, or looks like wiki markup and see if you can remove that.  (Obviously, look for anything that mentions "unmigrated wiki markup" first).  I'd also take a look at the "source" of a page, as that can show stuff that doesn't appear in edit or view mode.