BOSS has just shown Dawnguard needs cleaning. Upon using TESEdit it showed a rather worrying warning about deleting certain files can't be undeleted, or something like that. But I went onwards with my cleaning and did another BOSS scan. It didn't seem to show any new errors with Dawnguard. Is there anything I need to worry about here?

Cleaning it shouldnt cause any problems.

Those are just notifying you that there are certain deleted records in the file (NAVM, primarily) that cannot be undeleted and disabled because the engine will not allow it. They are pretty much harmless.

That's the one! I was a little worried there for a while, especially when I saw everything turn red on the readout on TESEdit.