Just be safe in where you leave your laptop unattended. There are many videos of the failure so don't leave in where if it fails it starts a big fire.
In your case, HP isn't on the hook since you changed the parts.
Recently I have just come across to a news saying HP has issued a voluntary recall for the lithium-ion batteries in over a dozen laptop models due to threats of fire and burns. The battery of my laptop is not the original one, I have recently bought a new battery as original one was not working well. So do I need to be worried about HP's warning?