FWIW, I did the Penner tune, and was also the idiot who discovered you should NOT reset adaptions as you have to reset the crank position sensor. Covered it on my channel here:
Rocket 3R Custom Tune
To your questions:
1. Yes, you need the ignition "on" to flash it. The TuneECU instructions tell you to pull the headlight fuse and put the battery on a trickle charger. You just need to keep the battery voltage above about 12.5V to avoid the ECU update failing and having to go into recovery mode to fix it. Pulling all the other fuses is not necessary if you keep a good charger connected. And from a "belt and braces" perspective, I made sure the Penner tune as well as the stock tune for my bike were on my device in case it went pear shaped...
2. No, you do not need to uninstall OBDLink to use TuneECU. I never did and it worked fine. I'd be more concerned if you used a crappy old Android device with insufficient CPU power and RAM to handle any background tasks that might kick off while TuneECU does its thing..
3. Voiding the warranty is debateable, and depends where you are what consumer laws might apply. Here in Oz, I asked my dealer about it specifically, and he said the burden of proof would be on Triumph to prove that the tune caused the failure you expected warranty work on. Easy if you trash the drivetrain, hard if it's a brake failure as examples. My dealer was great though, when I took it in for its 1st annual service, they went "Your bike has a tune yeah? We updated the ECU code and a couple of other modules, you may have to re-apply your tune". And they kept doing the spongy brake fix under warranty without question. To be fair, the only way they could tell without dumping the ECU completely and comparing with stock tables is the write count, which wouldn't be definitive proof of anything. But if you shredded the rear drive, for sure they are going to dump the ECU and check.
Bottom line: do it!