I checked that ranger-admin-site.xml, it was not updated there. I was wondering, since I am using HDP2.2.4, why is that file under .../HDP/2.3/... ?!?!
Anyways, I set the port to 6182, but unfortunately after restarting Ranger the alert was still there.
So I searched for other RANGER configs, because of the HDP2.2.4 vs. HDP2.3 and at the end it turned out that I had to update the port in file /var/lib/ambari-server/resources/common-services/RANGER/0.4.0/configuration/ranger-site.xml