You've taken the first steps toward handling it, but you need to realize you can't simply tell her she can't do something, you may have temporally stoped her but in the long run your current course could be disastrous for both of you.

Yes, she will learn how not to get caught.
You must deal with why she does these things not try and stop her doing them as that will (A) Not work and (B) Not help her with the real problem. You say you are going to talk to her therapist that is a very good first step, but you should also talk to her, when you do it is important to recall that she is a teenager and teenagers don't think like adults (in an apples and oranges way in the case of most teens (Example; teens tend to be detail oriented, where as adults tend to focus on the big picture))
Another important thing to remember is that what you call a 'warning' a teen thinks of as a 'threat', it's indicative of the teen mind set as no matter how good a parent you are teens live in a dictatorship, and they hate to be reminded of it. On the flip side they want to be treated as adults. What's the importance of that? Well it means that raising a teen does not have to adversarial, and in most situations and cases the adult not the teen decides whether it will be of not.
What you need to do, is find out Why she does the things you find unacceptable (and I hasten to add Are unacceptable in a 14 year old) and then find a more wholesome way that need can be addressed, but it is important to remember that she may not know why, and her therapist may be of assistance there.
Also, you seem to have dealt with your third concern (the piercing) very well but I wanted to make sure you knew about a possible implication of that that you may not have considered, I have heard of at least one girl who used home piercing as a form of cutting.

I hope that helps, and wish you good fortune.