I think it is pretty clear that if say the taillights fall off, BMW cannot deny warranty repair stating that the Dinan's tune caused it. I guess there is a law for that too( Magnuson Moss act).
However, if you happen to blow your turbo, BMW will most likely blame your tune for that. In this case Dinan would probably foot the bill.
Dinan's warranty statement also seem to cover consequential damages. Quoting them "The Authorized Dinan Dealer will, without charge for parts or labor, repair or replace the defective Dinan component(s), as well as any original vehicle manufacturer's component(s) that may have been directly affected by a Dinan component, using new or authorized remanufactured parts."
But this is where trouble can arise-- who really decides if the damage is consequential or not? For example, damaging the turbo due to high boost? Direct consequence. Damaging the engine too?? Well, Dinan might say that the engine issue is not caused "directly" due to the tune. On the other hand BMW might not cover the repair too citing the tune. Another example: a problem in transmission, BMW "might" just say that the transmission got damaged due to the higher than rated torque, while Dinan might claim that transmission failure has nothing to do with a mere tune.
It is these kind of open questions that prompted me to start this thread. The feeler I get at this stage is to just make sure that the Dinan dealer is also your BMW dealer to help prevent these kind of issues.