This is interesting. I would have never paused for a moment over one of these sentences, before writing it down with the tense used in your examples. With number one, if you choose the Past Simple for both the clauses, the meaning will change: both the actions (the firing and the warning) will be perceived as simultaneous, which is a nonsense in the given context.
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Anonymouswhy do you think one has a past perfect tense and the other doesn't?The showing up and being thanked happen almost at the same time. On the other hand, the warning could easily have happened in a completely different time period from the time of the firing (maybe months before).