VLAN 2 has been created on the MX without a DHCP server and is allowed on the port connected to the D-Link. At the D-Link end the port is tagged with VLAN 2 (and tagged with other VLANS) and un-tagged with VLAN 1.
Please make sure the port configuration between your MX and D-link switch are both using the same native VLAN. Based on your D-link configuration, the native VLAN is 1. The reason for the alert is that the MX detects that MAC address to be sending traffic using VLAN 2 but its IP 10.0.2.2 is on VLAN 1 from MX's perspective.
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