Question

Is it possible to make it so Warnings go into verification station?

Answer

To route a document to a specific stage please use stage entry conditions routing rules. 

In script stage routing rule, rule context parameters are IDocument Document and IRoutingRuleResult Result. So "Document.HasWarnings" property  can be used there as a routing condition.
Please try using the script snippet as below at Verification stage "Entry conditions" tab to route documents with warnings to Verification stage (sample is in C#):

if (Document.HasWarnings)
{
Result.CheckSucceeded=true;
}
else  {Result.CheckSucceeded=false;}