Hi there!
1) The bootloader on a Pixel is locked by default. If yours doesn't run specialized carrier software, you can unlock it by using ADB and typing "fastboot flashing unlock".
2) Yes, once the bootloader is unlocked, a warning screen will display, telling you that the device is unlocked, as shown below.

3) As far as I know, Google doesn't void warranties due to bootloader unlocking.
4) There doesn't seem to be a flashing counter on the Pixel. When you unlock the bootloader, Android's Verified Boot feature kicks in and SafetyNet is tripped, causing some restrictions. There are workarounds, but the official method is to reflash an official factory image if custom firmware is installed and relocking the bootloader.