The cooling device is reporting a value that the vendor considers dangerous to the server. This should be considered as a critical situation.
The cooling device detects a condition that could permanently damage the system. The system could shutdown if this condition is met. The cooling device could be in a failed state and not able to continue cooling the server components.
Status is reported in the component's "device_status" property in the PDW Admin Console or query the sys.dm_pdw_component_health_status DMV.
Further triage and resolution will require access to the PDW Management Node to use the manufacturer's installed diagnostic tool to interrogate the server's cooling devices and temperature sensors to understand the issue. This might be due to a data center air conditioning event, or potentially a cooling device has failed. Look for other alerts related to cooling devices.
Report the information to Microsoft Support Services to understand the failure and how to fix and get it back online, or into a healthy state. The server vendor might need to replace a cooling device.