There are many laws regarding warranty coverage. The factory cannot deny warranty just because you have aftermarket parts installed. Those parts have to be proven to have caused the damage.
So, if you install an aftermarket intercooler, it doesn't affect the air fuel ratio, doesn't affect any internal pieces, it just cools air more efficiently than the stock intercooler. It should not in any way void your warranty. An aftermarket blow off valve however could allow an overboost condition, or leak more than the factory one too, which wouldn't be covered under warranty.
The safe thing to do is if you install aftermarket parts, keep the old ones. If you spin a bearing one day, have had the dealership do the oil changes by the recommended intervals, but you have an aftermarket downpipe/high flow cat or something, just take the time and swap it back over to the factory one before taking it in for warranty work. The common mods I've seen so far for this model (blow off valve, intercooler, etc) are fairly easy to swap back out. Not too time consuming either. For me, the only mods I'm planning for mine is the Forge Motorsport intercooler to keep IAT's lower. I'm not too worried about more power, 275 is plenty for a fun hot hatch I plan to use as a daily driver. I have a 97 Thunderbird I'm putting a hopped up aluminum block v8 in that is my hot rod. I just feel life is too short to drive boring cars, and the Veloster N really checks all my boxes for something fun that I don't have to wrench on every weekend.