^^^ Yep it's a big grey area and will probably vary dealer to dealer as well.
Mine are happy about remaps and exhaust's and have offered to supply and fit a milltek 
x2
My VW dealer asked me which tuner when I discussed my intentions and when I said Revo, they said no problem.
The law is such that an aftermarket component has to be proved to be
the direct cause of an issue for the vehicle manufacturer/agent to refuse to solve it under warranty. However, in reality, you would probably/possibly find yourself paying for the work first and then receiving recompense later (or not, as each case may be).
Regarding Milltek, it's supplied with a 'lifetime' guarantee meaning that as the original purchaser your Milltek is covered for the whole lifetime of your ownership. As the Milltek is both stainless steel and also a performance mod, and makes wonderful zorst music, isn't it a no-brainer? (as long as you have the money available).
Similarly with Revo (for example). That's why if I have a problem I'm really not worried - I have the peace of mind to know I'll be looked after. I speak from direct experience.
