I wasn't sure if you were referring to bilstein or rancho. Can never be sure, some people think 100$ is a lot for a shock. I would send the bilsteins back if they rusted after a couple months. If it were the ranchos.... Well there's a whole different set of issues.
I have bilstein 7100's, 12" front and 14" back and they haven't rusted in the year I've had em, but the rears don't see elements either.

-OP, why are you concerned about a warranty? Have you had shocks fail on you before?

 

I've always loved Bilsteins on my street cars....

but I found a set of new JK take off shocks for $30 so I am going to run them with a 2" lift...

 

The warranty on the finish is like 30 days. The rears aren't bad because not much sticks out of the jeep (they're run through the floor), but I'm probably gonna have the fronts sprayed flat black and cleared after this winter.