Grammar

looks fine to me...

Perfectly acceptable.

Although some people prefer not to use extraneous words and would suggest it better to use, "Do the machines you sell have a warranty?"

Yeah, in your sentence the word "that" can be omitted without causing ambiguity.

Be careful in omitting conjunctions such as that word "that," however, because it can lead to ambiguity and without them sentences tend to sound like newspaper headlines.