There’s two unrelated things happening here:
This is fine, it just means there’s no OCSP server URL in the certificate, which is expected because Caddy itself issued this certificate and there’s no real utility for revocation checking in that case.
So that is a non-issue.
That’s because Caddy can’t install the cert into Firefox on Windows. To be trusted there, you’ll have to install it manually. (It has nothing to do with the OCSP warning.)