In my experience, if any manufacturer has a way of wiggling out of a warranty claim, they usually will!
Whilst they'll struggle to justify that a boost gauge caused the electric windows to fail, anything turbo or even engine related and they could say the modification caused it. Almost every warranty small print will state it's voided if any modifications are done (other than manufacturer approved ones), but ultimately it's down to how obvious the mod is, how related that is to what you're trying to get repaired/replaced and who's making the decision. If they turn a blind eye it's good times but if you get a jobsworth looking at your claim then you'll be out of pocket. Decided for yourself wherever it's worth the risk, but considering the reputation of the 1.4 TSI....
By the way, if you still want a boost gauge but don't want to modify the vehicle, you can probably get ones that work off your OBD II port. You can pick up BLuetooth OBD II readers (ELM 327) pretty cheap and there are free apps available for Android phones that connect to them and provide various readouts (I used it to clear the ECL in my Fabia). Wherever turbo boost readout is available will depend on your car and the app, my Fabia didn't have a sensor that could measure it.