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I can't seem to find anything about this.

Let's say I fire bolt of change at a rhino (FA 11) with no units inside, getting a glancing hit. According to Warpflame, the unit must take a toughness test, if it fails it gets d3 wounds, and if it wins, it gets FNP for the rest of the game. Because vehicles have no toughness, are they except from this?

Don't vehicles auto-pass characteristics tests? So, they get fnp. But fnp works only vs wounds and vehicles can't get wounded. So, you get fnp but it doesn't work.

If the model has a characteristic of ‘-’ or 0, it automatically fails the test.
If it could take the test, which it can not manage to do so without a toughness characteristic, it would automatically fail
Only Wounds being reduced to 0 removes the Model as a Casualty, not being reduced to a negative number
Vehicle remains in play, at negative Wounds, as if nothing happened

Makes me ponder if this trick is possible:
Find something that grants wounds, probably a poorly worded psychic ability
Use on Vehicle
Take Wounds away with one of these poorly worded psychic abilities

Since vehicles don't suffer wounds neither part of warp flame has any effect on a vehicle

If we are going to fill in the Toughness slot with - because we don't have that to begin with, the Wound slot would also be filled with - for the same reason.
Negative Wounds are not a problem for any Model though, so no matter which way it is cut this power is useless on a Vehicle.