In short:
GDB just sucks on Mac OS now, don't use it. Use lldb, Visual Studio Code or Xcode to debug your C program instead.
Or, if you believe there is a way to use gdb but I just don't know it, please let me know by leave a comment. But I haven't really talked to people on stack overflow, so I'm not sure if I'm allowed to reply a comment. If I cannot, I will just reply by editing my answer, so please check again if you haven't received my reply in a while.
The longer version:
This is not really an answer to OP's question, but I decide to write this, which may possibly help people suffering the same pain with me. I tried to get GDB 9.2 working, with macOS Catalina version 10.15.6, but failed.
First, note that the messages are warnings. They probably won't affect gdb running as explained in the other answer here. It took me a while to figure out that, if your gdb is still not working, that's probably due to something else. Try to see one more line under the warning messages mentioned by OP; you should be able to find the correct reason.
Bad news is, the other problem is still hard to solve. I spent some more hours on it, but I just couldn't solve it.
All I need is just a debugger with gui to debug a small C program, so I gave up trying make gdb running, and turn to use Visual Studio Code instead. Xcode should be able to do the job, too.