I had Tannuk out and cast Stormscale Scion with storm count at 3.

Three copies of Scion were made.

The four Scions resolved and during my end step four Warp exile triggers happened which is incorrect.

Only one Warp trigger should have occurred.
The 3 copies don't have Warp per CR707.2 because Warp is given to the original spell as a layer 6 effect and therefore isn't copiable.

707.2. When copying an object, the copy acquires the copiable values of the original object's characteristics and, for an object on the stack, choices made when casting or activating it (mode, targets, the value of X, whether it was kicked, how it will affect multiple targets, and so on). The copiable values are the values derived from the text printed on the object (that text being name, mana cost, color indicator, card type, subtype, supertype, rules text, power, toughness, and/or loyalty), as modified by other copy effects, by its face-down status, and by "as . . . enters" and "as . . . is turned face up" abilities that set power and toughness (and may also set additional characteristics). Other effects (including type-changing and text-changing effects), status, counters, and stickers are not copied.

While it is true that the copies do track the fact that the Warp alternative cost was paid for the original, they don't have the Warp ability for it to be meaningful.

608.3g. If the object that's resolving has a static ability that functions on the stack and creates a delayed triggered ability, that delayed triggered ability is created as that permanent is put onto the battlefield in any of the steps above.

The copies don't have the static ability that the original has so no delayed triggers are made for them.