If you have a master/local setup, sometimes parts of the global configuration, including VLANs only refer to clients and access points on an individual controller.
For example, if you have an ap-group where the access points only exist on the master controller, it is quite possible that the VLANs in those AP groups only exist on the master controller. When the global config is replicated to the local controller, it will complain that these VLANs do not exist, but that is okay, because they are only referring to configuration that is relevant to access points on the master. Seeing those messages is common in a multi-controller deployment.