Is it permissible to purchase applications through unofficial means if they are unavailable in the country, or if their sale is restricted to major companies, or if they are old, unavailable games?

All that you have asked about falls under the issue of intellectual property rights protected for their owners. There is no harm in programs that their owners permit to be copied and downloaded. However, what is not permitted may not be infringed upon, whether it be games or other things, and whether it has been modified and translated or not. This is because whoever takes from the aggressor becomes like them if they are aware of the aggression.

Some scholars permit copying and downloading programs for personal, non-commercial use, especially if the program is rare or expensive.

As for downloading applications that might endanger the device or void the warranty, there is no harm in doing so if you obtained them through lawful means. However, when claiming the warranty, you must inform the company if they stipulate not downloading such applications; otherwise, it would be deception and consuming wealth unjustly.