The red Depth Map indicates none of your lights have depth mapped shadows enabled. Green means at least one is using Depth Mapped shadows. It's just an indicator. It means you'll be using that and should enable shadows.

The dialog seems to try to figure out what you need to have enabled. If a light or material or shadow requires ray tracing, then the corresponding indicator is green.

Red on the AO cache parameters means you're not going to need AO so changing these values is pointless. 

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Renderosity forum reply notifications are wonky. If I read a follow-up in a thread, but I don't myself reply, then notifications no longer happen AT ALL on that thread. So if I seem to be ignoring a question, that's why. (Updated September 23, 2019)