Don't really know what you are asking but I will give it a shot

A) It will not void any kind of warranty if you do it yourself

B) It probably is covered under warranty, but the trip to the dealership alone is going to use up the few bucks it will cost to replace them yourself. However, they might charge you for the bulbs so you just ended up wasting your day.

C) Try to avoid dealerships as much as possible IMO. Other people touching your ride, messing around with it, etc.