Hi Dan,
On the first message you encounter this is an expected behavior as you kept predictable variables (we also call them extra-predictors). It means that for future values that you want to forecast, you will need to have the values of the extra-predictors.
Just to take an example, if I want to predict the sales of ice creams, I will take a look to the weather predictions and might sell more if the weather is predicted sunny.
In that example, ice-cream sales would be my predicted output (forecast) and temperature my predictable variable (extra-predictors).
The Daylights saving time is a funny one - in fact strictly speaking for the software it means one date associated with two distinct values which is causing the error. Just curious to understand a bit more how this is handled in R, can you please detail?
Best regards
Antoine