Hi, does anybody know if I could use thrustmaster warthog throttle with Logitech pro yoke and rudder pedals, are there any compatibility issues known?  

I can speak in favour of the Thrustmaster warthog thrust levers which are excellent and I would suggest, much better quality than the so called Airbus thrust levers. 
 

Only catch is, reverse thrust can only be mapped to toggle on/off upon selection of one and only one of the thrust lever idle cut off detents but from my experience, this is fine for 90% of circumstances.