The Fairphone support has finally answered!
You will need to be able to revert to the original Fairphone OS to be able to claim on warranty in most situations. Of course if it is clear that it is a purely mechanical issue, then the warranty will still apply. However, if the feature affected could possibly have been affected by an alternate OS, and you are unable to revert to FOS then the warranty would be void.
(Boldening of text is mine)
So basically, it’s as I suspected. If you install LineageOS and the audio breaks due to faulty ROM drivers, they won’t help you with that. If you install LineageOS and then the motherboard or screen breaks, they will help you with that.
So basically, if you don’t want to lose warranty, don’t lock the bootloader when a non-Fairphone OS is installed.