No lah, just go ahead. Modifications that can void warranty are those that interfere with the technical aspects of the vehicle, like engine, gearbox, suspension, brakes, and electrical mods. If you still want to modify those, then better get bolt-on/plug & play stuff which you can easily take off and return back to std if got problem, so that it's difficult for the service center to detect your mods.

Yeah cuz they can make an argument that technically you've changed the car spec. If the rims are heavier, then it increases the unsprung weight, hence makes the brakes and suspension work harder, so if they got broken sooner, then they can argue it's due to your after market rims. Air filter of course also can easily argue to cause your engine damage by taking in more dirt/dust.

Well if you add piggy back ECU, turbo/supercharger, or nitrous oxide, it will definitely still void the warranty big time!

Yes KNN filter might be argued to void engine warranty so better be careful I suggest when yuo go for regular service, you use back the original filter so they won't know.

Radio or head unit is ok as long as plug & play and no wire cutting. Most audio shops can do this using adaptor sockets, so should not be a problem.

No, should not if your radio is plug & play with sockets in terms of wiring connections. The cosmetic change of the casing is fine as it does not have anything to do with the technicality of the vehicle electrical.