Short Answer is no, it doesn't void your warranty.
With coding a BMW, you're basically activating features which are built into the car already, but de-activated for various reasons (some are market related, some cost related, etc).
So I don't see any reason why BMW should void warranty, as long as you don't screw up anything to your changes.
The dealers are also pretty reasonable, most of the times. My BMW was coded for added features and I've never mentioned it to the service centre and yet never had an issue with warranty coverage and I've had numerous intricate repairs done.
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