"There is nothing that warrants further explanation" means that the scripture is completely understood and it is not worth the effort to analyze it further. "There is nothing that doesn't warrant further exploration" means that everything in the scripture is open for further analysis.

It means everything in that scripture is important. For each and every part of the scripture, you should spend time exploring. You should probably read each part many times, think about it, and find more information to fully understand it. The content isn't something you can fully comprehend after reading it only once. I think the definition for this is to "make a particular action necessary." (https://dictionary.cambridge.org/us/dictionary/english/warrant) I read it here as 'require.' Yes...I think it's a double negative sentence.

Double negatives are very common in spoken English. Considered incorrect in written English.