In conclusion, no none of these stuff are illegal.
You are not going to get arrested or anything.
They were just warning you that if you were hacking on their server, they will ban you, if they ever catch you that is.
So no, it is not illegal, no cops are going to show up at your house and arrest you for hacking a dumb game.
There is this version of hacking that is quite illegal, and if you do, there is a high possibility that you will be caught D: