Is there any way to show, or throw, a PHP warning?

You could try trigger_error().

You're going the object-oriented approach, so I suggest a look into exceptions.

If you want to generate a warning, you should write

trigger_error($yourErrorMessage, E_USER_WARNING);

trigger_error() has the $error_type parameter for setting the error level (Notice, Warning or Fatal error). The constants are, respectively:

E_USER_NOTICE             // Notice (default)
E_USER_WARNING            // Warning
E_USER_ERROR              // Fatal Error

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Note that Fatal error stops the execution of subsequent PHP code, while Notice and Warning let it continue.

From PHP 5.5, you should also consider the Finally statement.