Actually, it's not her job to warn the keeper; if she infringes, the penalty is that the kick, if saved, is taken over--just like what happened to us. If she keeps doing it, the kicks just keep getting taken over until one hits the back of the net. The rule actually states that no action is taken by the referee on a defensive infringement if the goal is scored. She did grant the re-kick on the one shot we missed; I guess my optimistic faith in the better side of human nature wants to believe she would have done it again if there had been need, but since our kickers were perfect from there out there's no way to test the theory.
As for the red card...bogus call, possibly caused by a bad angle that made it look like something it wasn't. As you said--if referees in soccer used instant replay to review significant calls like that, it wouldn't have happened. The argument against it is that stopping for replay would destroy the flow of the game...unlike football, which has a natural stoppage after every play that's a prime opportunity for review. The argument for, of course, is that on calls like that--where game-changing events can happen and there IS a stoppage anyway--it could eliminate a lot of bad game-changing calls.
For the card itself...the rules state that "Denying an obvious goalscoring opportunity to an opponent moving towards the player’s goal by an offence punishable by a free kick or a penalty kick" is a red-card offense. So, as the announcers also admitted...once she had called the foul itself, she pretty much had to show the card. Sad, bad call, but on the bright side, it turned a fairly sloppy up to that point performance into a hardcore team effort, so maybe she actually did us a favor, just like the obvious flopping by the Brazilians resulted in the added time we used to get in the miracle goal!
