Think I solved it but not sure what exactly fixed it. I uninstalled the software, and then re-installed. Then rebooted and went into the BIOS to disable Thunderbolt in the BIOS, booted up into Windows. Then rebooted and enabled Thunderbolt in the BIOS. Updated Firmware again (apparently it doesn't know that I already did this). Anyway, I don't see the message any longer now.