Dealerships are for the most part lenient if all you have is a turbo back and accessport as far as warantee work is concerned. Your mileage may vary.
Also to the OP: The Cobb AP is by far the most popular engine management for Subarus. The ease of use, and proven results make it an easy choice for EM.
If you want to run stage 2 you will need at minimum an aftermarket downpipe. If you leave the exhaust stock you can run the stage 1 map which will only increase the boost slightly. You will see more gains with a complete turbo back exhaust (downpipe and catback) than with just the downpipe however. We haven't had anyone have problems with this set up, in fact I have had my car with the AP and turbo back for about 2 years now.
-Ty
www.pandlmotorsports.com