FirstResponderKit - missing objects
The procedure sp_AllNightLog uses Ola Hallengren's scripts to do backup. If you don't plan to use sp_AllNightLog, then it is fine. If you do plan to use sp_AllNightLog, then install Ola Hallengren's scripts, which you can find here: https://ola.hallengren.com/
This is documented here: https://www.brentozar.com/sp_allnightlog/