So I just tried Man and Superman this way -- https://standardebooks.org/ebooks/george-bernard-shaw/man-an... -- and it worked just fine. I guess I don't know if the formatting is completely correct, but I haven't had any difficulty reading books loaded this way -- pretty sure they look significantly better than the Project Gutenberg equivalents.
I won't believe Kindle supports epub until I can transfer an epub via USB cable and have it available to for immediate reading. Anything else is Amazon "supporting" epub with very big air quotes.
That said, that was August 2nd and sending that file as MOBI did work.
(And the success e-mail message they sent me today said they did convert the Man and Superman EPUB to "Man and Superman: A Comedy and a Philosophy.azw3".)
Amazon still use the old Kindlegen software and to check if your epub has issues, you need to download their Kindlepreview app and open your epub.
[0]: https://ktool.io