1) Calm down, it's a not uncommon problem with diesel cars in general and this forum has plenty of advice about it.
2) I'd just use the search function on the 159 sub forum using each of your questions and read the multitude of threads, it's a very common question and it sounds like you have an egr valve problem of some description. I'd also take it to an independent Alfa workshop unless you can get the work done under warranty at the Alfa dealer which I suspect might be a fight again use the search function.
3) Yes you would be modifying the car if you remapped and knocked the DPF out, yes it's probably best to notify the insurance company but its worth finding out which insurance companies are 'mod' friendly first before talking to them. However I'd look at EGR/injector problems first as it sounds like this might be the problem and not the dpf persay.