So any time during a cold start the engine would drop to around 750 rpm like normal, however right after that the car goes to 2000 rpm then drops a bit then goes back up by itself non stop

Car goes back to normal once I put it into reverse and seems to drive fine.

No lights are on, EXCEPT a service required message whenever I start my car that goes away after a few seconds, however, I bought it to the dealer and they said that was for scheduled maintenance and it was just a glitch so they "turned it off" however just the next time that I start my car this message appears again. Was told to ignore it when I called back.
Not sure if related to this problem.

After doing some research it seems like its a problem with either the thermostat, o2 sensor, or there is a vacuum leak.

So my questions are:
-Can I ignore this until my next maintenance in around 8000 miles?
-Would JLR fix this under warranty since I have changed the exhaust / tuned my car?
-Would it be an expensive fix if I just went to non dealer shop?

 

Certainly sounds like a vacuum leak. Probably won't do any harm in the meantime, but if the leak gets worse, drivability may become an issue. The amount of time to diagnose and find the location of the vacuum leak could mount up. The will probably need to do a smoke test to locate the leak. The leak is bad enough to throw a code at low rpm already...tell the dealer to fix the problem.