If you set your output directory to a local rather than a network drive, do you have the same “database locked” issue? What about if rather than doing image classification you do object classification?
The yellow is warning you because you likely have different numbers of objects in your different object types; you should set it to “One table per object” instead. From the help (this is from the section on views, but it also applies to single object tables):
An important note is that only objects that are related as primary, secondary or tertiary objects to each other should be combined in a view. This is because the view expects a one-to-one relationship between the combined objects. If you are selecting objects for the view, the module will warn you if they are not related in this way.