Hey, hopefully this will ease your mind some. I also had exceptions for my shipment after I changed it to will call pickup and here is what I found out.
1. I have a good friend who works for UPS and has been anxiously tracking his own shipment today. I gave him my tracking number and he checked in their system to see what was up. He said that the exception was triggered by the change to will call pickup. Normally an exception is definitely a bad thing that can delay shipment, but in this case it is just triggered in the system with the will call change and should not be cause for concern.
2. Because Amazon has such large volume they will sometimes do what is called a "line pull". This means they will scan an item as shipped, but instead of having it picked up by the nearest UPS shipping center, they will load up their own truck and drive it to a hub that is closer to the final delivery location, which is why for some of our orders, it doesn't show a "received at hub" scan for a long time after the original shipment is scanned. They do this so that they can eliminate a step in the UPS chain that would normally cause the shipment to take an extra day. So in my particular case, my PS4 shipped from Arizona as UPS Ground today and I live in California. For UPS, that is a two day shipment. So he assumes that Amazon did a line pull in Arizona and is driving it themselves to a hub which is much closer to our location in California and dropping it there, thus allowing the shipment to get to the shipping location which serves my house in one day.
Ok, that was probably way too much information, but it at least explains some of the weirdness many of us are seeing in the UPS tracking updates and the delays in them getting scanned at a UPS hub.