Well I don't believe your warning is just between your boss and

Very likely she's been complaining about you to her boss, and has the permission or even suggestion from her boss to do so.

Even if you can transfer successfully, keep looking for new opportunities. Anything else comes up under the big boss, you will be in trouble.

Don't think HR is encouraging you to do anything. It's their job to be nice to all employees, they were simply explaining your options to you.