Probably this discussion belongs in the One All Things Root forum, because there are device-specific, or at least manufacturer-specific, elements to it. But anyway...
Although I've not used an official HTC unlock myself, my understanding is that like many manufacturers it will report visibly (on the hboot screen) that the phone has been unlocked. I'd expect it can be relocked, but in that case it will report its status as "relocked" so you can still see that has been unlocked at some point. This is all assuming that it behaves like other devices unlocked using HTCDev. If S-Off comes that may be changeable, but right now yes, they will know if you have done this.
But your side-bar says you have a Developer Edition: surely that came unlocked already, in which case the unlock flag doesn't affect your warranty status?