Billy, indeed this is true, if anything happens to your phone, it has no warranty due to this preview, I'm from brazil as well and I have a 920 too, I'm using it since microsoft launched this preview and it's perfect, the features are nice, principally the ''x'' to close apps via multi tasking window, you could give a shot.. or wait a bit more (maybe january, or december) to get lumia black update from nokia
"loose your warranty" is only a legalese declaration, it's Microsoft lawyers telling them to say that so you won't sue them.
When I connect my Lumia 810 w/ GDR3 to Nokia Software Updater for Retail 4.1.0 (NSU) it says In - warranty in the US in fact it only shows that Amber/GDR2 is the software version not GDR3,
so if Nokia's own NSU says that, what will whoever that sees your phone see ?