Not unless you break something when you're doing it. By law you're allowed to modify things without voiding the warranty except where they can prove you caused the problem
The things I'd concentrate on are more memory, bigger ssd, then cpu. Get the most you can get, but don't feel bad about any of them if you don't, even the smallest configuration is a beast of a machine.
Yup. I think it's pretty pocketable, but maybe we have different standards. I'm coming from the semi-pro dslr world, and the nex5 even with the 18-55 lens attached pops right in my jacket pocket.