Create custom warning dialog on build, if a script or gameobject exists in the scene

I have done something similar to this. What I did was create my own MenuItem that runs the build using BuildPipeline.BuildPlayer. Either before or after running the build (depending on what you want to do), I load whatever scenes I want to check for editing using this bit of code:

 using (var sceneEdit = new SceneEditHelper("Assets/Scenes/Menu.unity"))
 {
     // use SceneEditHelpers methods to analyze the scene, check for components, etc.
 }

Which makes use of this class:

 using System;
 using System.Collections.Generic;
 using System.Linq;
 using UnityEditor.SceneManagement;
 using UnityEngine;
 using UnityEngine.SceneManagement;
 
 public class SceneEditHelper : IDisposable
 {
     private Scene m_Scene;
 
     public SceneEditHelper(string sceneName)
     {
         m_Scene = EditorSceneManager.OpenScene(sceneName, OpenSceneMode.Single);
     }
 
     public void Dispose()
     {
         // These two lines make sure that any edits to the scene we have made are saved when
         // we dispose of the SceneEditHelper (which the using statement does automatically)
         EditorSceneManager.MarkSceneDirty(m_Scene);
         EditorSceneManager.SaveScene(m_Scene);
     }
 
     /// <summary>
     /// Gets the first component of the given type in the scene,
     /// or null if no component of the given type exists.
     /// </summary>
     public T GetFirstComponentOfType<T>()
         where T : MonoBehaviour 
     {
         var roots = m_Scene.GetRootGameObjects();
         var firstOrDefault = roots.FirstOrDefault(root => root.GetComponentInChildren<T>() != null);
 
         return firstOrDefault != null 
             ? firstOrDefault.GetComponentInChildren<T>() 
             : null;
     }
 
     /// <summary>
     /// Gets all component of the given type from the scene
     /// </summary>
     public IEnumerable<T> GetComponentsOfType<T>()
         where T : MonoBehaviour
     {
         var roots = m_Scene.GetRootGameObjects();
         var components = new HashSet<T>();
 
         foreach (var comp in roots.SelectMany(root => root.GetComponentsInChildren<T>()))
         {
             components.Add(comp);
         }
 
         return components;
     }
 
     /// <summary>
     /// Gets all GameObjects in the scene that fulfill the given predicate
     /// </summary>
     public IEnumerable<GameObject> GetGameObjectsWhere(Func<GameObject, bool> pred)
     {
         var roots = m_Scene.GetRootGameObjects();
         var objects = new List<GameObject>();
 
         foreach (var go in roots)
         {
             if (pred(go))
                 objects.Add(go);
 
             objects.AddRange(go.GetChildrenWhere(pred));
         }
 
         return objects;
     }
 }

You can then show a custom EditorWindow to show whatever warning you want.

EDIT: Sorry, missed the code for a GameObject extension method that the above code uses. Here it is:

 public static IEnumerable<GameObject> GetChildrenWhere(this GameObject obj, Func<GameObject, bool> pred)
     {
         var children = new List<GameObject>();
         for (var i = 0; i < obj.transform.childCount; i++)
         {
             var child = obj.transform.GetChild(i).gameObject;
 
             if (pred(child))
                 children.Add(child);
 
             children.AddRange(GetChildrenWhere(child, pred));
         }
         return children;
     }