using WinAVR with the supplied sample-Makefile I do not get output from #warning any longer. The "no newline at end of file"-warning is also not shown any longer. Maybe others too. #error is ok: prints message and breaks .
I could track down this issue to the -Wp options in the makefile-call of the avr-gcc-frontend which seem to be a "new method" to determine the dependencies. The warnings are printed when using a sample-makefile from a previous WinAVR-release or calling avr-gcc from the command-line/windows-"shell" with minimal options. From reading the gcc-man-page I could not find out why the "new method" disabled the output of #warning.
Since I use something like #warning "Compiling for mega32-testplatform xyz" quite often I reverted to the older WinAVR-makefile-"template". #warning is used in the avr-libc (use avr/io.h not io.h...) and other "third-party-libraries" too so this issue should be fixed.