I'm not sure what you mean by this. What exactly would this 'warehouse' do that the keep doesn't already do?
It's where you can throw items in so you can keep them safe from mis-selling while manage your drop. If a player plays all 20 MP match per day, he should have 48 more items and if he want so sell useless stuff, well, it will be a little hard given the fact that those drop have different rarity and type. And I'm not aware that the game have such feature yet so correct me if i'm wrong.
Rather than this, an option to "favorite" items, adding a visual clue to them (like a star or a special outline or something) would both help finding the items you use the most more easily and also avoid selling stuff by mistake (the game would prompt a "are you sure?" whenever you're trying to sell a "favorited" item). Also, you can always buyback stuff you sell, so a visual cue should be more than enough to avoid unpleasant surprises.
I suggest adding a sell window to the loot screen. It would also help a lot if you could automatically see how many of a loot item you already have in your possession. This way, if I got a "Novice Absolutist" marked with the number four I could immediately sell it without any further worry or bother. As it is, I need to go through my inventory from time to time to sell extra items. I'd rather play the tactical missions than do clerical work.
Oh, that would be of great help. Given how much loot you happen to get via regular play, I often find myself sifting through my collection to check if I have a given item I'm thinking about purchasing already or not.ù Maybe add this information to the little bubble of text you get when hovering the items in the shop, along the item's rarity, level and tokens cost. "You don't own this item" and "You have <N> copies of this item" or something.
Just as an aside, there is a button option that lets you see shop items that you don't own (any of) yet next to the item selection tab/button option. It goes All -> Useable -> New and then loops.