I receive "Specify a cache validator" when testing with GTMetrix, why?
it is very likely a transient issue. The images weren't yet fully processed and because of that they weren't yet cached by the CDN. This usually takes a few seconds and the solution to this problem is to run again the test a couple of times more in the following minutes and this error, in relation to ShortPixel, should disappear.
Also, if you see that the URLs of the resources contain the string lqip in the URL, you can safely ignore them. It is a false positive. Those images you see are just low quality placeholders, not the "real images" that you see. This is an example of false positives:
Please note that the error may still be there but on other resources related to your website. ShortPixel only deals with images so nothing it can do about.