The error that a financial institution EIN is required is STILL an issue and it has nothing to do with capital gains or losses.  It is strictly a Fiduciary issue and the same work around is needed this year.  You ignore it, check off the diagnostic and it should not prevent you from filing.  However, I have also used the Estate/Trust EIN in that section along with the Trustee name and SS#.  Either of them resolve the issue.

The Arizona $3,000 issue is unrelated to the EIN number.  If the Trust or Estate has losses exceeding $3,000 you must file a paper return.