I have a factory warranty on my 2015. I need a brake job done. If I go to an independent mechanic, can the dealer hassle me about warranty claims in the future. I would ask them to use OEM parts.
also how about having an independent do a B9 service?

No, your dealer cannot hassle you about warranty just because you do a brake job elsewhere. You don't even have to use OEM rotors/pads. Same story with the service - an independent can service your car and your warranty remain perfectly intact. Hold onto the receipts just in case.

No. Your warranty will be fine but I would try to stick with OEM parts as much as possible, especially the AMG vehicles. It's not a problem with aftermarket , just a suggestion, but your warranty will be fine as long as the mechanic doesn't do something totally crazy wrong.