DHL sent all pinephones to New Zealand
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But hey, call me paranoid if you want ;)
Is NZ an especially auspicious location, legally, for tampering with packages in transit?
Are the phones really in NZ, or is it just DHL's systems telling everyone so? (Including the DHL employees, remember the best way to keep a secret is to keep the number of people in the know low)
It's a far enough location that the fictional return journey will take a while, so enough time for whichever agency to install whatever they need onto the phones.