When I first started publishing in Lectora, I had similar problems. Understanding the complexities and interactions between the LMS and the package can be frustrating and daunting. You said you were new to developing SCORM, if you already know this stuff...well, it never hurts to hear it again and if you don't, hey, new stuff. Here's a couple tips:
Moodle: When you open the SCORM in Moodle, don't refresh it, ever. It breaks the connection between the package and the system...that's probably why you get the scary message.
I don't see your player display image. In your SCORM settings, Auto-update frequency tends to mess things up...I always go for Never.
I display my package in a new window. I've seen some comments in the past year or so that Current window works okay now but in the bad old days (1.6, 1.9), it had problems, so I'm stuck on New window.
I do not display course structure on entry page (though this shouldn't impact the module opening, it's aesthetic).
I don't force new attempts or lock after the final.
I leave the compatibility settings at no.
Lectora: When you build a module in Lectora, you have to set it up to be a scorm...title, title options...title type. If you don't add an assignable unit to the module (this is the orange folder icon on the home ribbon that says AU, it won't publish properly, even if it publishes successfully, without errors. The first is without an AU the second is with. It doesn't look much different but it makes a lot of difference. I've been working with Lectora for seven years...my first module didn't have an AU and it had problems.
Another thing you have to do is make sure you have a grade and a marker to indicate pass/fail or complete/incomplete. If you have a quiz, these are set in the quiz settings. If you don't, manually set them with variables on the last page. I set two actions: On Show->Modify Variable->AICC Score->Set Equal To->100 (all of ours go for a 100, set it to the number you want) and On Show->Modify Variable->AICC_Lesson_Status->Set Equal To->completed (all lower case is important, either Lectora or Moodle is crabby about it. Other LMS's require it to be title case or complete rather than completed...).
Hope this is helpful!