What the hell does it mean?

My strategy is not trading anymore and I cannot find any docu about this strange warning

These are likely relevant:
https://zorro-trader.com/manual/en/errors.htm
https://manual.zorro-project.com/outlier.htm
https://zorro-project.com/manual/en/log.htm

Did not find it there....

This message is so old that it has no error number. I think you're the first one to get it.

It means what it says: You have both a data split and a data skip. Although this is technically possible, it makes no sense. So make up your mind which one you want, and disable the other.

It refers to the data (par and fac) in the data folder or the price history?

No, to your training setup. Determining out of sample data and in sample data. You can read in the manual what training does and how it works.

Ohhhh, somehow my nicely working par-file got screwed up.

Thanks!