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No, these error messages aren't related to construction sets.

** Warning ** Output:PreprocessorMessage="ExpandObjects" has the following Warning conditions:
**   ~~~   ** In HVACTemplate:System:VRF "VRF-system" for the field Zone Name for Master
**   ~~~   ** Thermostat Location could not find a matching HVACTemplate:Zone:VRF named:

This first warning is EnergyPlus saying that the Zone Name for Master Thermostat Location input field of the HVACTemplate:System:VRF object doesn't match the name of any HVACTemplate:Zone:VRF objects in the model. This HVACTemplate:Zone:VRF object has an input field to reference the Zone object where the VRF terminal unit is located.

In general, warning messages like these in the EnergyPlus error file are saying "this is a little strange, but the simulation will continue anyway". Some can be ignored, but others actually indicate items that need to be fixed in the model. This is likely one example of the second case, since you want to make sure that the VRF system you defined with an HVAC template is serving the correct zone and VRF terminal unit.

************* IDF Context for following error/warning message:
************* Note -- lines truncated at 300 characters, if necessary...
*************   5183 Boiler:HotWater,
************* indicated Name=boiler
************* Only last 2 lines before error line shown.....
*************   5184   boiler,                                                  !- Name
*************   5185   ,                                                        !- Fuel Type
** Severe  ** IP: IDF line~5185 Error detected in Object=BOILER:HOTWATER, name=BOILER
**   ~~~   ** Field [Fuel Type] is required but was blank
** Severe  ** IP: Blank "required" fields found in input
** Severe  ** IP: Out of "range" values and/or blank required fields found in input
**  Fatal  ** IP: Errors occurred on processing IDF file. Preceding condition(s) cause termination.

These severe errors are what's causing the final Fatal message where EnergyPlus stops the simulation. It looks like the Boiler:HotWater object you've defined needs to have the Fuel Type input field set -- it cannot be left blank.

In general, severe error messages like these in the EnergyPlus error file are saying "something is definitely VERY wrong, and the simulation will stop". There are some severe error messages, though, that get reported and the simulation will continue anyway.

For EnergyPlus projects, you want to ELIMINATE severe errors and REDUCE warnings (it's very difficult to eliminate all warnings, especially for annual simulations).