Is there any idiom meaning "do as you wish, but I warned you"?
Is there any idiom that means "do as you wish, but I warned you, so don't complain about consequences"?
Fairly informal, and rather cutting is
That's/It's your funeral!
something that you say that means that if someone suffers bad results from their actions, it will be that person's fault, not yours
[Cambridge Dictionary]
............................
On your own head be it!
Is less informal and can be less awkward.
What is the meaning of the phrase 'on your [own] head be it'?
It means that you must take the responsibility. It is usually used when someone is about to say or do something which another thinks is unwise. He will advise against, but typically say 'but on your own head be it'.
[David FG_Phrases.org]
The phrase "Don't say I didn't warn you" means exactly that, with all its implications.