I had a look in to your analysis case. I also tried to perform a quick analysis over it. But I did some changes also. I created a manual mesh such that I have mesh consistency between the contact regions. This is done to have a proper conduction between the two solids.
Your contact definition was also not defined properly. The contact has to be between the two contacting surfaces. Moreover, the warning you were receiving was telling you that you have defined multiple boundary conditions i.e. surface heat flux and temperature on same surfaces. This is just a warning telling you that you might receive odd results due to this. So in general either you can define surface heat flux or a fixed temperature.
As an additional analysis, I took a quarter model since it is symmetric and created a mesh such that I have at least 2 elements over the thickness of the thinnest solid. Similar analysis was performed for that case also.
You can have a look at the project here: https://www.simscale.com/projects/ahmedhussain18/exhaust_insulation_temperature_analysis/
In case of any question/s, feel free to ask.