Apple refund is very simple. It's generally a 100% success rate, but as stated above you cannot turn on the product while they are doing their investigation. Best to just keep it sealed until you receive Apple's confirmation that they are indeed processing your refund, which then their investigation is concluded and you are in the clear.
If you are contacted by the carrier the ONLY thing you need to say is that you have already sorted this situation out with Apple and nothing more. More than likely you will receive a phone call from the carrier than in-person interaction. If your UPS, FedEx or USPS guy asks you about it just say you no longer have the box the package arrived in.