^ That warning is normal and has been in-game since around 0.18 ..... So yes, start 0.20.9, load your save, it'll pop a few warning messages, perform some voodoo magic, maybe seem to slowdown/crash, then come up with another message telling you stuff might be wonky, you may then experience some twilight zone stuff (like Debbie's route replaying out of nowhere or some other weird stuff), just click through and you be should be ok to continue
Best case scenario, though, would be to save/load in every iteration and not skipping too much of them (0.20.7 to 0.20.8 to 0.20.9). That could change with the tech build and after, since they're recoding most of the game, but for now and until that update comes out, not skipping a build is the best option