In terms of warranty, fitting an after-market exhaust will not void your warranty. It can only void your warranty on the component you have replaced i.e. the exhaust from the cat back.
BMW cannot void the warranty on any other part unless they can prove that the part has failed because of the non-BMW part you have fitted. If your injection system or gearbox went the burden of proof is on them and would never be contested. The time to worry is if you have replaced things like the pulley and significantly increased power, if the supercharger were to fail there is a fair chance this
mod could have caused it.
My dealer had no qualms about carrying out warranty work and honouring the TLC on my car.
If you think about it an exhaust is a consumable item and therefore will be replaced at some point, possibly still in the cars warranty period, similar In a way to tyres. Voiding the warranty for an exhaust change would be akin to voiding it for changing any other consumable item. The
JCW exhaust may be fantastic but don't limit your choice through fear of voiding your warranty, speak to your dealer first, also try a search on here as there is a letter somewhere from BMW saying as much about voiding warranties.