This information applies to versions 5 and older
As Nik Collection 6 has been rewritten with modern code, we do not see this behavior anymore.
This problem is related to the graphic card you are using. Please, try to update your drivers.
The red square above the loading bar or some other UI elements shows the software's progress with a particular process and does not affect the editing process. It will disappear as soon as the image processing finishes.