I found a really easy way to redirect the warnings!
As easy as:
harbour -n -I... myapp 2>warnings.log
@type warnings.log
Please notice that 2 and > have to be together. so this is valid "2> warnings.log" but this will not work: "2 > warnings.log"
We have modified FWH samples\buildh.bat so from now on, warnings will be redirected to warnings.log 