Ok - my fault leaving everyone hangin. I was hoping that someone would fill in more about how the Chime module works. I don't really know how the one in this car works but here is what I think.
In most vehicles it is just a speaker that plays a single tone. So if a simple audio device is substituted for the chime module, it would only play one tone or phrase whenever prompted to. I think E46s have this same idea (please someone tell me I'm wrong) but it has two tones. One a "ding" and the other a "beep" (for parking distance; aka PDC).
Looking at the chime module it has power, ground, a wire from the general module and one from PDC (if installed). Now if the wire from the general module is actually a communication or BUS line, then an audio device can be substituted and programmed to have different phrases per signal sent from the general module. Now this would be the thing you are looking for.
But if there is no com/bus line to the chime module then another way to do this is to check if different pulse signals from the general module is used to prompt the chime module (kinda elaborating off of what mustang guy was saying). Just opening the car door is a single ding while any warning from the general module is a repeated ding. A small analog device can be designed to differentiate these two so that a short signal is "welcome" and a long signal is something else (e.g. "warning"). Maybe PAC or that other electronic gaget company makes something like this.
Now I only notice these two ding indicators. Are there others? If so, then this analog device is getting more complex.
Well - my .02 on the idea. Hope someone else knows more.