Disable the "Connection lost" message when Bluetooth keyboard out of range
You can do this by disabling the Bezel UI, here are instructions on how to do so from an answer from another question related to that: 


  To turn off bezels for this user until next login:   launchctl unload -F /System/Library/LaunchAgents/com.apple.BezelUI.plist   To
  undo, change unload to load, or just log out and back in.
  
  For macOS 10.12 Sierra: Disable System Integrity
  protection,
  then:   launchctl unload -F
  /System/Library/LaunchAgents/com.apple.OSDUIHelper.plist   Don't
  forget to enable System Integrity protection when you're done.
  
  
  
  To turn off bezels indefinitely for this user:   launchctl unload -wF /System/Library/LaunchAgents/com.apple.BezelUI.plist
  
  For macOS 10.12 Sierra: Disable System Integrity protection, then:
  launchctl unload -wF
  /System/Library/LaunchAgents/com.apple.OSDUIHelper.plist   You can
  now enable System Integrity protection again -- your settings will
  persist.
  
  To undo, change unload to load.
  
  
  
  To turn off bezels indefinitely for all users:   sudo defaults write /System/Library/LaunchAgents/com.apple.BezelUI Disabled -bool
  YES  
  
  For macOS 10.11 Sierra: Disable System Integrity
  protection
  before doing the above.
  
  To undo, change YES to NO, or:   sudo defaults delete
  /System/Library/LaunchAgents/com.apple.BezelUI Disabled
  
  For macOS 10.12 Sierra: Disable System Integrity
  protection,
  then:   sudo defaults write
  /System/Library/LaunchAgents/com.apple.OSDUIHelper Disabled -bool YES
  You can now enable System Integrity protection again -- your settings
  will persist.
  
  To undo, change YES to NO, or:   sudo defaults delete
  /System/Library/LaunchAgents/com.apple.OSDUIHelper Disabled
  
  Users can override this global setting using the two methods above.
  
  
  
  More info: launchctl is the command-line interface to launchd, the
  program that manages services and jobs on Mac OS.
  
  
  To reverse any of the above actions, just change unload to load.
  -w means write preference to disk so that it will be used for subsequent logins
  -F means force un/load regardless of the global Disabled key
  
  
  You can read more about it in man launchctl.