I personally wouldn't probably bother RMAing the motherboard if find bent pins, and you can't fix the pins yourself. From what I have seen over the years, once the Gigabyte tech sees bent pins, they will void your warranty and mail it back to you. You'd be out the money of mailing it back to them, but your call on if you want to give it a shot. I'd get a magnifying glass and carefully examine the bottom of the CPU and the socket (or take a high-res picture if you can borrow a camera, and look at it on your PC screen).
It's possible, but it's not a real big cooler, and you would really have cranked down on those screws. The locking bracket provides some additional support, but I have seen people damage a CPU by over-tightening a cooler before. Usually once you feel it stop, you don't keep tightening it down. Did you alternate
Yeah, they are not straight, and different sections go in different directions. They definitely aren't designed to take much abuse:
http://www.overclock.net/t/353601/damaged-motherboard-pins