More of an oxymoron

What is meant by the phrase "gypsy's warning"?

The only gypsy warning that I'm familiar with is the one in "The Wolf Man," a 1941 movie. See rhs.jack.k12.wv.us/classic/feature/wolfman/wolfsb1.htm

gypsy's/gipsy's warning n.1 [mid-19C+] no warning at all. [neg. stereotyping]
gypsy's/gipsy's warning n.2 [mid-19C+] morning. [Rhy. sl.]
From Cassell's Dictionary of Slang by Jonathon Green

So, "gypsy's warning" is an ethnic slur along the lines of "Mexican standoff" and "Dutch treat." (Search archives under "standoff" and "treat.")

"Ethnic slur" sounds so harsh... and they are oxymorons,
most obvious examples - Dutch Courage, Military Intelligence,
modern parallels - perhaps the warnings phoned in by terrorists 3 minutes before an attack.