Sioux Lookout shows as being in the Kenora District and thus should qualify for the Northern Ontario Energy credit but it comes up as a warning. How do I get around this?

That’s just a warning. These are things that TurboTax would like you to double check, but they will not stop you from using NETFILE. If you are sure your area qualifies for the Northern Ontario Energy Credit, then you can ignore it. You should still be able to file your return.