I still think it's extremely unlikely that Amazon would take any action against the new
Kindle. There's no reason for them to do that. It wouldn't be in their interest to do so. But, of course, it would make good sense to contact customer support in advance, just to be really sure.
You also wrote:
AFAIK they'll refund the return shipping costs (please correct me if I am wrong)
That is correct. When I was in this situation, they offered to rufund the "shipping costs" (postage). In the end, I decided not to bother to have them do that, because it was a relatively small amount.