Use a counter, when you see "loop", ++; when you see "endloop", --. when you see warn, and counter is greater than 0, take it.

use strict;
use warnings;

my $count;
while (my $line = <DATA>) {
    if ($line =~ m/endloop/) {
        $count --;
    } elsif ($line =~ m/loop/) {#don't put this before endloop, as end
+loop itself matches loop
        $count ++;
    } elsif ($line =~ m/warn/) {
        print $line if ($count > 0);
    }
}

__DATA__
begin
  loop
    warn('xxx');
  endloop;

  loop
    null;
      loop
        warn('AAA');
      endloop;
  endloop;
  
  loop
      loop
        warn('BBB');
      endloop;
    warn('rrr');
  endloop;

 begin
   loop
   endloop;

    warn('yyy');
 end;

  warn('zzz');
end;
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