When walking alone in a dark alley, stay cautious. 和 Walking alone in a dark alley, stay cautious. (Problematic?) 和 Walking alone in a dark alley, you should stay cautious. (Problematic?) 的差別在哪裡？如果不好說明，請提供一些例句。

@EmilyEnglish92 Thank you for helping out, Emliy! Could you kindly tell me a bit more about why they are wrong grammatically, especially the last one?

The reason is this. If I rearrange the third sentence, it becomes:
You should stay cautious walking alone in a dark alley.

My gut tells me this is a perfectly fine sentence, and I am all the more baffled by that lol.

@dongelev85 Thank you for chipping in! I can definitely see your point. However, several native speakers have told me that the second and third sentences are wrong. Is it simply because they are unidiomatic (dropping when in an imperative sentence, maybe)?

@dongelev85 That clears it up nicely! Thank you!