Mr. Gerald.
when you say "Alias To Drop Box", Is that means, that every time you create a Custom presets, It Is aiming to your Personal Dropbox Folder?
My Preset folder Is In:
Adobe- Adobe after Effects CC 2018- Support Files- Presets
Yes, Create an alias that is pointing to Dropbox. The little arrow indicates that the Custom Presets folder is an Alias pointing to another folder. On a Mac, all you do is create the Custom Presets folder in Dropbox, right click on the folder name and select Make Alias, then move the Alias to the default presets folder. This solves the storage problem but you will still get the error message. You can just ignore it.
I'm not sure that I remember the procedure on Windows for creating an Alias. I think you have to start by sending the Alias to the desktop then move it to the Presets folder.
As I said before, I think the Presets folder should be in the Creative Cloud Folder so they can be shared between machines without problems. Feel free to file a feature request. Putting things you buy for AE in a folder that does not automatically follow you as a user does not simplify things.