The problem is not where you buy the equipment, it is not having a licensed HVAC company registering the warranty. Usually you can get around that by paying for them to do the "start up". Around here that will cost ~$300 assuming the tech approves of your installation. Then they will register the warranty and you should be good to go.
The last time I did that I ran the line set, set the equipment and had them flare the ends, evacuate the system and release the charge in the precharged condenser. I could have done it but that was what had to happen if I wanted a warranty.