Assuming you have proof that the wheel weight caused the damage, as opposed to some road debris, H-D should cover it since the damage was caused by one of their defective parts. Take pictures of the missing wheel weight (should be some residue evident on the wheel) and then of the fender ding, call H-D yourself and offer to send them the photo's. Once again, it's no different than any other damage caused by the failure of a warranted item. If a defective oil pump wipes out your engine, they don't just replace the defective oil pump and leave you stuck with the rest of the damage.
If they decide to be dipchits and try to bluff you, which seems to be getting more and more common recently as Harley tries to reduce warranty costs by screwing customers, have an attorney send them a little letter.
Jerry
Couldn't find a price for a front fender for an '11, but it would probably be similar to a '10 SESG front fender in terms of price. That would be about $650 painted to match.