Last time this mattered for me, maybe 30 years ago, the owner of a car still under warranty had to keep a record of oil changes done, so if the engine needed warranty-paid service, he could prove he'd changed the oil as often as they require.
That doesn't mean the dealer has to do it -- any shop can do it, if they give you a dated receipt referring to the car in question on letterhead paper. But I'm not sure it's enough for you to just have a receipt for the oil from Pep Boys. That doesn't prove you changed the oil on this particular car. It doesn't even prove you used the oil or the filter. .
Better read your warranty before you trash the warranty.