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 335xi Coupe // MT6 // Coral Red // Black Sapphire // Sport & Cold Weather Pkg // VMR V703 Gunmetal // Factory Oil Cooler // PTF Thermostat Bypass // Black Grilles // Carbon Fiber Spoiler // Aero Lip // LUX Angel Eyes V4 // COBB AP Stg 1 // Injen DCI w/ HydroShields // aFE Air Scoop // Clutch Stop // Boost Gauge // Roof Rack