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Since PyMC v4.3.0 the sampler warnings are collected as stats, which means that they end up in the sampler_stats that the ClickHouseBackend is asked to collect.
This leads to problems because object typed variables can't be stored in ClickHouse.
How this could be addressed:
Turn off collection of warning stats at the PyMC level
Filter them in the TraceBackend
Have ClickHouseBackendignore them
Not having strong preferences yet, but the best way might be to have the ClickHouseBackend.init_run filter the unsupported variables out.