If the underlined phrase is <em>having been warned by her mother, </em>then this is a nonessential perfect participial phrase.
Nonessential phrases are separated from the rest of the sentence by commas, and since this is a perfect participle, this is the only correct option.
I think B. But instead of those dots, I prefer a comma instead
You should revise a prediction when you learn more about the characters and the plot
