Even if it is installed by McKenna, it won't be covered. In fact, not only will it not be covered but the warranty company will use it AGAINST you in pretty much any repair involving the powertrain.
Your best bet is to start you own little "insurance fund". Put away a few grand (m3an will suggest investing it in the mean time lol) so that when something goes wrong you aren't caught off gaurd.
2008 IB E92 M3| BBS | KW | Arkym | Platte Forme A.G. | Active Autowerke | K&N | Fabspeed | Dinan | Evolve-R