A character who has taken a class-specific multiclass feat counts as a member of that class for the purpose of meeting prerequisites for taking other feats and qualifying for paragon paths.
As a member of a martial class via a multi-classing feat, are you eligible for feats that can only be taken by martial classes? For instance, could a dwarven warlock, who took
Twilight Adept, gain access to this feat:
Resilience of Stone
Prerequisite: Dwarf, any martial class
Benefit: You can use your second wind as an immediate interrupt when you are damaged by an attack.
Or is your class Warlock, and only Rogue for the purpose of rogue feats?