Postgres 13

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CREATE TABLE test_data (
  id integer PRIMARY KEY
, datetimestamp timestamp without time zone NOT NULL
,  message VARCHAR(10)
, server VARCHAR(10)
, system VARCHAR(10)
);

INSERT INTO test_data VALUES
(9,'2022-07-13 08:59:09','Normal','Server 1','System 1'),
(10,'2022-07-13 08:59:10','Normal','Server 4','System 2'),
(11,'2022-07-13 08:59:11','Normal','Server 3','System 3'),
(12,'2022-07-13 08:59:12','Warning','Server 35','System 27'),
(13,'2022-07-13 08:59:13','Warning','Server 5','System 5'),
(14,'2022-07-13 08:59:14','Warning','Server 9','System 6'),
(15,'2022-07-13 08:59:15','Warning','Server 8','System 7'),
(16,'2022-07-13 08:59:16','Error','Server 12','System 8'),
(17,'2022-07-13 08:59:17','Error','Server 15','System 9'),
(18,'2022-07-13 08:59:18','Warning','Server 29','System 10'),
(19,'2022-07-13 08:59:19','Warning','Server 22','System 11'),
(20,'2022-07-13 08:59:20','Warning','Server 13','System 12'),
(21,'2022-07-13 08:59:21','Normal','Server 16','System 13'),
(22,'2022-07-13 08:59:22','Normal','Server 19','System 14'),
(23,'2022-07-13 08:59:23','Normal','Server 21','System 15'),
(24,'2022-07-13 08:59:24','Warning','Server 24','System 16'),
(25,'2022-07-13 08:59:25','Warning','Server 27','System 17'),
(26,'2022-07-13 08:59:26','Warning','Server 25','System 18'),
(27,'2022-07-13 08:59:27','Error','Server 30','System 23'),
(28,'2022-07-13 08:59:28','Error','Server 31','System 20');

CREATE TABLE

INSERT 0 20

With cte As 
(
  Select D.id,D.message,D.ld,D.lg,
  Coalesce(Lag(D.id) over (order by D.datetimestamp,D.id),D.id) lastWarningId,
  Coalesce(Lag(D.id, 2) over (order by D.datetimestamp,D.id),
           Lag(D.id) over (order by D.datetimestamp,D.id)) firstWarningId
  From 
  (
     Select id, message,datetimestamp, 
            Coalesce(Lead(message) Over (Order By datetimestamp,id) , 'last') as ld,
            Coalesce(lag(message) Over (Order By datetimestamp,id) , 'first') as lg
     From test_data) D
     Where D.message<> D.ld or D.message <> D.lg
 ),
cte2 As
(
  Select id,message,ld,lg, lastWarningId, 
         Case When (Select Count(*) From test_data T Where T.id Between firstWarningId and lastWarningId and T.message='Warning')=1
         Then
              lastWarningId 
         Else 
              firstWarningId 
         End as firstwarningid2
  From cte
 )
Select T.datetimestamp as Start_DateTime, T2.datetimestamp as End_DateTime, 
	   T.server as Server_Start, T2.server as Server_End,
   	   T.system as System_Start, T2.system as System_End
  From cte2 C
  Join test_data T On T.id = C.firstwarningid2
  Join test_data T2 On T2.id = C.lastwarningid
  Where C.message='Error' And C.lg='Warning'

start_datetime	end_datetime	server_start	server_end	system_start	system_end
2022-07-13 08:59:12	2022-07-13 08:59:15	Server 35	Server 8	System 27	System 7
2022-07-13 08:59:24	2022-07-13 08:59:26	Server 24	Server 25	System 16	System 18

SELECT 2