Yup, what Egz said. My understanding is that in California, they can fail you on a visual if they simply see aftermarket parts.
Agree on the Ford warranty issue and the ATX too. Good job Egz. Keep in mind that transmissions are rated for the torque they can carry, not the HP. CAI generally works by increasing airflow and making better power, but you only get the benefit at higher RPM's well past peak torque. IOW the CAI probably has little to no effect on peak torque therefore the ATX doesn't know or care.