It happened to me this week.

CO IAH to DEN
UA Den to SAC

I recieved the message about a week before my flight.

I called cont, they said it was from the UA segment, and to call UA

I called UA, and they said nothing was wrong either, ticket was confirmed.

Once in Denver trying to board, Denver refused to issue the ticket by saying I had no reservations.

Actually, they said CO canceled my ticket.