The AEM cold air intake will require you to cut a hole in the lower splash gaurd of your engine bay. The piping for the intake is 3", so the hole will be of considerable size-easily noticable if a shop is doing warranty work(shops doing warranty work very often look for any signs of modification that would void the warranty). So I would say your best bet would be to contact the place you purchased the vehicle and ask them if a CAI and header or exhaust would void the warranty.
About the parts, you should easily be able to find the AEM intake and any other parts on Ebay. More than likely someone will be able to ship them internationally if HP can't do it. The AEM intake would be a sure buy, but if you look at exhausts and headers be careful, there is a lot of junk on Ebay, and you don't want it.
Good luck with the project and let me know how it turns out.8D