Answer: He warned "the ambassador." John Haynes sent me a new page reference from The Sword and the Shield and the Shield -- p. 122, not p. 111 as indicated -- so I would expect to see the footnote corrected in the Haynes and Klehr article soon.
John Earl Haynes and Harvey Klehr have posted a new article titled, "Was Harry Hopkins a Soviet Spy?"
There will be more to say about the Hopkins debate in the future, but I would like to call attention to one passage in the Haynes and Klehr article.
Referring to the Mitrokhin archive of KGB documents, they write:
The only new material Mitrokhin provided on Hopkins was a 1943 report that Hopkins had notified the Soviet ambassador in Washington that the FBI had observed a Soviet diplomat meeting covertly with Steve Nelson, who supervised San Francisco area operations of the Communist Party of the United States.
This full incident, as excerpted in American Betrayal, is described here.
For now, I would simply like to addres this matter of the Soviet "ambassador." Haynes and Klehr's source on this information is Andrew and Mitrokhin, Sword and the Shield, 111. However, the relevant passage from Andrew and Mitrokhin tells us:
Earlier in the year he [Hopkins] had privately warned the Soviet embassy in Washington that the FBI had bugged a secret meeting at which Zarubin (apparently identified by Hopkins only as a member of the embassy) had passed money to Steve Nelson, a leading member of the US Communist underground.64
I don't see any mention of Hopkins warning the "ambaasador."
Why does this matter of ambassador vs. embassy matter? I will jump ahead in Haynes and Klehr's text to reveal the importance they ascribe to the notion that Hopkins passed the FBI's covert surveilance information to the Soviet "ambassador" -- and not an intelligence professional.
This incident, however, was not evidence of Hopkins having a covert link to Soviet intelligence. Had that been true, it would have made far more sense for him to deliver the information to his covert intelligence contact. Instead, Hopkins delivered the warning to the Soviet ambassador. ...
Unless I am missing something, it seems that we cannot say with any certainty that Hopkins delivered the warning to the Soviet ambassador. If, as it appears, Mitrokhin and Andrew are Haynes and Klehr's only source, Mitrokhin and Andrew do not specify "ambassador"; Mitrokhin and Andrew's refer more broadly to "embassy."
Hopkins might have privately warned the ambassador; or a covert intelligence official; or a cook.
Haynes and Klehr continue, discussing the "ambassador."
... The Soviet ambassador was not a professional intelligence officer, and neither he nor the KGB officers who worked undercover in his embassy wanted him to knowingly engage in meeting with Soviet agents. It was too complicated and risked either disrupting Soviet diplomacy, Soviet intelligence, or both. That Hopkins approached the ambassador with this information is actually evidence that he did not have a covert intelligence contact to whom he could provide the information.
But, in short, according to Haynes and Klehr's source, we can't say with certainty that Hopkins approached the "ambassador." Again, according to Andrew and Mitrokhin, Hopkins "privately warned the embassy."
One argument offered as a rationale for excusing Hopkins would seem to have disappeared.