If your system is stable (no crashes or anything like that) and if your case has proper cooling (the case fana should never be blocked) then you shouldn't worry.
Displayport has a grater bandwidth than hdmi so the displayport to hdmi cable and the hdmi adapter will both degrade the bandwidth. Don't forget to check if your computer has hdmi 2.0 cause that is much better than hdmi but still not as good as displayport.
If you are talking about the thermal paste that is in between the cooler and the cpu then you did NOT void the warranty of the cpu nor the warranty of the cooler.