Have oem unlocking option available in nokia 3 ,do i have to unlock bootloader?

there are guides on rooting and it first requires to unlock bootloader on nokia3, at first i did do it but due to some issue i had flash firmware ,after flashing back there was a option available of oem unlocking . So do i have to unlock bootloader even if i had oem unlocking option available in settings and also can you tell on starting device i get red state warning is it a big issue or should i ignore it.