No matter what this salesman says, the factory warranty on the powertrain is gone. The only way they could have Harley cover a repair under warranty would be by submitting a fraudulent claim and hoping it slips by. Little stuff might in fact slip by, but the the major stuff you're probably more worried about tends to generate questions and demands for proof and often visits by a serice rep to verify the problem. That S&S cam and other mods would probably throw up a big red flag for even a semi-competent rep. If you decide to do it, you need to get a warranty from the dealer in writing (and signed by an officer of the dealership, not an employee they can disavow later). Don't forget, there is no factory warranty on any of the other mods either. I would view this purchase as if it was already beyond the expiration of the factory warranty, and base my negotiations on that.
As for what it's worth, that's strictly in the eye of the beholder. If the mods are things you would have done yourself, and you really like them, then the price isn't out of line IMHO. Between the wheels, brakes, and engine work you're probably looking at $5k minimum to duplicate it. The wheels alone retail for over $1600 apiece. Then another $1k for the TourPak, and I have no idea on the fender but with custom paint it probably wasn't cheap. Don't forget, the original MSRP was $31k before freight and taxes and fees and BS like prep. Considering that, $33k doesn't look bad at all, at least with the information at hand.
If it were me, I'd want to go over it in person, take an extensive test ride, and get an iron clad guarantee from the dealer to cover the entire bike (no BS verbal assurances), including the mods, for at least the rest of this year.
JMHO - Jerry