To help you get an idea of what is in gamut and not in gamut on your image, I have used a program named ColorThink Pro to display a 3D map of the colors in Lab Color Space
This first image is every data point of your image plotted out in that 3D space. Note that the color space is just not colors yet a space that encompasses all tones as well:
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This second image is the same as before yet I have overlayed in white color the boundaries of ProPhoto RGB color space. Note that all of your colors fit within this much larger color space:
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However, when I remove the ProPhoto RGB color space and boundaries and replace in with the SRG color space boundaries, you can see that some of you colors are outside that gamut. This includes some of the cyans going to blue as well as some of the magentas and organish yellows (flesh tones). Note the flesh tones are not out of gamut by very much
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In this last image, I rotated the view so you could see the boundaries from the magenta side. This shows that both the light magnentas and darker magentas were out of gamut. All of these match the gamut warning limits you were seeing in your image.
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The relative intent of rendering in change color spaces will map those out of gamut colors just to their respective edge of the color space boundary. This leaves all the colors already in gamut alone. If a lot of colors had to be moved this way, you could lose so color detail having the suble variations all crammed on the surface of the boundary.
What the preceptual intent tries to do is salvage that detail so moves more of the surrounding colors and colors that are already "in gamut" proportionally into the color space volume. So bits experience color shift yet it can be perceived with better tonality and less loss of detail in the most saturated areas.
So the choice is just a tradeoff.
However, the color shift you are seeing I believe is unrelated to color space mapping. Looking forward to your test results from my instructions two posts ago.