What you should be getting are "warnings", not errors. For reasons I'll elaborate on below, you should be able to just ignore them.
In the current release of PowerBuilder, the sqlpreview event on the datawindow and datastore will never fire events where the sqltype is previewinsert, previewdelete and previewupdate on the client when you are using PowerServer services. Which means the code in question in sqlpreivew will just never fire. That makes a lot of sense given that it's the middle tier services, not the client, that is generating the SQL. Even what is provided for a sqltype of previewselect is of limited value fpr a PowerServer client app as tha is just what the datawindow would have generated if it was talking directly to the database and may have little to do with what PowerServer actually uses.
The only thing hat PFC uses that event for is the SQLSpy service. That simply means that the SQLSpy service won't work for a PowerServer client app. Just don't use that service in that case, because as indicated above it wouldn't be showing you much of any value if it did return the SQL statements.