Again, it depends on your SA, tech, and what they find or don't find. When I took my car in, they (the dealership's techs) had no idea what was wrong with my car. They opened a PUMA case with BMW. BMW said "we don't know, replace the transmission". But that's expensive. To authorize that job, someone from BMW had to come out and make sure it wasn't the dealership (or a customer) trying to rip them off. After seeing my car with mods (BBK, exhaust, suspension, wheels) the FSE probably figured that I fucked up my car and was trying to pass it off to them. I never did any SW updates (they reflashed the ECU and the SMG computer) so nothing I did should have fucked it up. Long story short, it was a gear position sensor gone awry.
They could tell you that the problem is being caused by the aftermarket parts and that they want to charge to fix it. They could also tell you that you fucked up your car. Or they could fix the problem and not mention the aftermarket parts. There's absolutely no way to tell what they will do or say. However, if you had a 100% stock car, they can't deny you coverage or say the problem isn't there (assuming it is there and reproducible).
Finally, yes they can flag your VIN so that when any BMW dealership looks it up, it will show up.