Anything that takes the car out of "original equipment specs" can void the warranty. Modifications are a very grey area. It depends on car a car company, but more so on the people who work on the car. I've seen forum posts where a brand new car's warranty was voided because the owner installed different wheels on it. So essentially those mods can void the warranty. Exhaust is a pretty involved modification, I'd be very surprised if the warranty wasn't voided if a Ford rep saw that on a customers car. I'm not sure about how Ford does their own things but BMW doesn't outright void the warranty if the customer purchases the parts through BMW and has their mod certified techs install them.