Did Balaam go with Balak's messengers after God's warning?
Yes. Although God immediately warned Balaam not to curse Israel, and Balaam admitted he could not because Jehovah was blessing them, he nevertheless went with Balak's messengers. He chose to accompany them because he coveted the wealth of Moab offered for cursing the Israelites.
Les explains that Balak offered Balaam almost anything he could take from the kingdom, and God immediately told Balaam, don't you do it. Balaam conversed with Jehovah and finally said he could not curse them because Jehovah was blessing them. Balak got upset. Instead of staying out in Mesopotamia and simply telling Balak's messengers there was nothing he could do, Balaam went with them. He did so because he could not get out of his craw the wealth of Moab being offered for cursing the Israelites, so he would do everything he could to bring it about. The New Testament then gives a perfect description of the man in three separate categories.