I just realized that my moderators can not see the little warning site at the top (next to the bell and envelope symbols). Is there a way to let them access that ?

Yes - it's a moderation permission. If they can't use it currently then you have likely set up restrictions - the below is on the 'Content' tab:

Thank you. However I don't see these options in the Content tab of the Moderator group? 

2 minutes ago, David N. said:

Moderator group? 

Moderator Permissions, not group.

1 minute ago, Adriano Faria said:

Moderator Permissions, not group.

Go it! Thank you. 🙂