I have a Cobb AP on my 09 135i and a DP back exhaust. I unmarried the Cobb but left the exhaust on when I brought my car in for some transmission issues.
They did not say anything about the exhaust, but I did get a nice little note on my service record, "Suspect Vehicle has Aftermarket Software."
I am also pretty sure that the ECU records data for several days, so I would take extreme caution towards the suggestion to unmarry the AP right before the service. If you don't, higher than stock boost, higher revs and other changes would be in the logs of the ECU.
I would uninstall the AP at least a week before the service. I would also remove the DP's and install the stock ones.