The Zotero plugin has recently added a yellow notification banner that tells users they are being directed through a proxy server (a proxy is a server that allows CU to authenticate users according to licensing agreements).
For more information, review this Zotero documentation on connector preferences. https://www.zotero.org/support/connector_preferences
If you would like to remove this notification, select Proxy Settings or right-click the Zotero browser icon and choose Options and Proxy Settings. From there, deselect the box next to "Show a notification when redirecting through a proxy". This will remove the yellow banner from your browser. Note: You may need to close and reopen your browser for the settings to take effect.