Replacing the thermal paste wouldn't void the warranty as long as no damage is caused to the system when repasting. I do not have the same cooler or...
You should get your money back if it is not delivered within the 3 working days. Building/testing could take a day, you could give them a call for an...
If it is for gaming you may want to consider a better case to improve cooling and if you are planning to overclock your CPU you will need to upgrade...