I'm a dual resident of the US and Costa Rica and physically reside in CR most of the time. My Amazon account is in the US and I just bought a Voyage with an Amazon gift certificate I received for Christmas.
I had it shipped to my US address and my son is forwarding to me using a US-based forwarding service. It's fairly inexpensive and under CR law I'm entitled to a customs exemption for packages sent from a private address, but not if sent directly from Amazon. I use this system frequently for Amazon orders when I'm in CR and have never had a problem. I'm not sure why you're reluctant to use a forwarding service. So long as it's a reputable, established company you should have no problems.
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