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Although saying 'check' has been around for hundreds of years - maybe
ever since the game of chess was first invented - it is mostly a matter
of
pompous tradition and personal flare than anything else.  Some people
derive the word from the Arabic word for 'square' and suggest its
arrival in Europe lends credence to the theory that chess was taught to
the Europeans by the Arabs.  The Latin word for 'check' was
'schaccum'
(the trigraph 'sch' being pronounced a variety of ways (sk, sh, ch, ts)
depending on where you found yourself in Europe).  Then, in the 20th
century, would you believe there were some pamphlets being circulated
that
suggested it would be respectfully polite to beginners to say 'en
garde'
each time you threatened to capture the enemy's queen, and if you
didn't, you couldn't capture it (this being the exploitation of an
unfair advantage over inexperienced opponents trying to learn the game)?

But modern chessplay does not require people to say either of those
things.

You don't win or lose by what you say, but where you move your pieces.

There are many chess tournaments where people come, pay their entry fees,
sit down and play out their games, and ultimately win or lose without
ever
having said a single word.  When Boris Spassky played Bobby Fischer for
the
World Championship, a great deal of press was given to the moment that
Boris said 'Checky, Bobby' though this was not controlling over who was
in position to win that particular game.

The expressions 'Check to your King' and 'Guard your Queen' were used
500 years ago, after the Queen had turned into the most powerful piece on
the board.  Also, there was probably some idea of being polite to royalty,
or whatever.  I have not heard of any master warning of an attack on a
Queen in the last 100 years.  Nowadays you are expected to announce
checkmate, and especially stalemate (which players often miss).

If the French expression 'en garde' was used to warn of an eminent
attack
on the Queen, would that imply an independent inroad through France for
the
spreading of Chess?  It seems that it would be in competition to the
foreign-sounding 'check' (from which we get such banking terms as check
and ex cheque).  

What was the term for the comparable kind of warning in Italian?

In gardia?