Warning shots exist for law enforcement at sea. The Coast Guard uses them routinely when interdicting speedboats suspected of carrying drugs, sending a few machine gun shots across the path to make it clear that they're prepared to use force. I don't know if police with maritime forces do the same thing.
But for civilians, the concept of a warning shot is iffy at best. You get leeway if you shoot through your intended target and hit someone on the other side; if you intentionally miss someone and hit someone else accidentally, you've just committed a felony. (And in more immediate terms, you now have one or more fewer bullets in case you actually do need to shoot to kill.)