A TR182 pilot reported a Turbocharger malfunction and continued to land at their destination.

Narrative

I'm not sure anything 'wrong' was done but in the interest of being thorough; I'm noting two things that have cost me some sleep these past several days. First is my transponder. When I was near ZZZ and en route to ZZZ1; I contacted Approach to get flight following. The controllers were very busy but gave me a squawk code which I entered in my Dynon HDX's transponder. The Controller later handed me off to controllers at ZZZ2 when I was in their airspace. When I exited that airspace and ZZZ2 cut me loose without a handoff; I neglected to contact Approach again since I was positioning for a landing while avoiding other aircraft. In the process; I failed to switch my TXPDR (Transponder) to the VFR code. The ATC squawk code thus stayed in my system since Dynon's technology doesn't automatically switch to 1200 at engine shutdown. That may have been confusing to ATC; particularly later in my flight. The second issue occurred after dropping off my passenger and departing ZZZ1; which I had never visited before. Shortly after departure on Runway XX; with the 'old' squawk code still transmitting; I turned left into the bright; setting sun with the intention of heading south to avoid ZZZ3 Class B apron. As I was beginning my southerly turn while being mindful of staying below 1;800 feet MSL my Dynon HDX started flashing 'WARNING' nonstop. Since the plane was recently out of annual and I thought I felt a 'thump' in front of me under the cowling; I was concerned the engine was having problems. I was thus head-down checking and cross checking all the gauges; EGTs; CHTs and other vitals. After several minutes; I concluded the turbonormalizer must have popped the pressure relief valve if the manifold pressure inadvertently went above 31 inches. As I write this now; my concern is I might have inadvertently entered Bravo airspace while trying to figure out the 'WARNING' message. If my engine was on fire; I planned on landing in water. Fortunately; I landed safely at ZZZ4. I've been flying without incident since 1985 and wanted this on the record since lots of lessons were learned; which I will share with others but hope to never repeat.