From my dealer point of view :
Intake, exhaust are no biggie and they don't care at all
FMIC is a grey zone and shouldnt affect but if its a boost leak or something they might or might not cover it
Downpipe, chargepipe with BOV are NO NO on the warranty
Tune is not a problem unless it caused the issue (but I still remove my cobb everytime).
Speak with your dealer its the best way to know all dealer are different. You definetely dont want your vin to be blacklisted.
2009 E92 335xi - MT6 - Black Sapphire Met - Coral Red - Sport & Cold Weather Pkg - VMR VB3 Gunmetal - Aero Lip - CF Trunk Spoiler - LUX V4 - BMS CDV & Clutch Stop - BMS OCC - RD Front Strut Brace - COBB AP V3 - COBB Catback Exhaust - Injen DCI - ER CP w/ Tial BOV - Daily Driven