I created a stored proc in a database called DBA_Test. I went to another server and tried to execute the SP using EXEC LinkedServerName.DBA_Test.dbo.spLoad_Clients_Monthly_Filings. When I try to Execute the query I get the following error: Server 'LinkedServerName' is not configured for RPC. When the line is in the query window of SSMS, the DBA_Test is underlined in red and hovering over it

Regarding your second question, sometimes SSMS doesn't correctly parse linked server objects