Diagnostic checks will fail if the callback URL formed is different from the Orchestrator URL. However there is no way on the UI to update the Orchestrator callback URL
This often happens when the orchestrator URL somehow changed after the original DM setup either due to migrating the orchestrator to a separate environment or there was change to the resolved URL for that system.
For DM version 4.5 and earlier, there is no easy fix for this problem. This issue will however be fixed as part of Deployment Manager version 4.6. A Dynamic System Setting named OrchestratorURL is provided which can be updated to point to the correct orchestrator system when running the pipeline. The recommendation here is to upgrade to 4.6 in order to address this problem. See this help topic for more information.