Im running a larger downpipe from the turbo and a Miltek Sport cat and have not had the CEL light. Been on for 2 months now.
Mine had already been remapped so its hard to tell with regards to gains. You well get small gains as it will help the car "breath" better, it compliments my CAI very well imo. You can hear it sucking more air since adding it.
Not sure on the warranty side of things (mine is out so not bothered). Safest way to get a definitive answer (rather than what someone says on here) is to speak to the dealer and see what they say.