I found that RDW Scan is called Fill here. When I configure my setting for Fill/Scan and send the job to the laser I get the error:
(2) Shapes were set to fill, but weren’t closed
They have been removed as they caused problems
Continue?
I’m not understanding this and don’t want to create more waste testing this.
This is not an error. It is a warning telling you that you have asked LightBurn to do something it can not do.
‘Fill’ (scanning across a shape) requires the shape to be a closed object, meaning there is a defined set of connected boundaries that make up the given shape. If the shape is not closed, LightBurn does not know where to start and stop the cut for the filled object.
Depending on the shape, you can select all elements of the shape and select Alt-J to auto-join the paths (or from the menu: ‘Edit’→’Auto-Join selected shapes’).
And remember, ‘Preview’ is your friend and can save on wasted material costs. 
Thank you for the response. The item is engraving handwritten items. Does that help explain? Is it acceptable to answer ok to continue and does that just mean the job will not be optimized or something of the sorts?
You can try to select these shapes using the ‘Select open shapes set to fill’ option found under the ‘Edit’ menu. This should allow you to isolate these reported shapes and choose appropriate steps to address and resolve.
I am not wanting to be diffecult here, but I can not say if it is ‘OK’ to proceed as I can’t “see” what you are seeing nor do I know what you are expecting the outcome to be.
A bit more information and some images might help us both. 
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