My dealer told me if I drill the manifold for the probe and it cracks he could not get it covered/replaced under warranty. Now once you install the pyro any other dealership you take it to for warranty work while away from home will look very close to see if you use a power box like Edge, Bully Dog etc and as long as you don't you should not have any problems just having the EGT/ Pyro installed.
JMHO