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Unfortunately, I can't call them and start screaming yet, as I don't want to do anything to derail the cops

Do you have a case number or anything along those lines? You could always ask the cops whether they have any objection to you yelling at Amazon.

Pretty much no matter how you spin it, there's no way that you, personally, are at any risk of being charged with any crimes. You bought a phone from Amazon that turned out to be bogus. Amazon has your money. The police have your phone. Amazon owes you a phone. Simple as that.

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Um, you get me implicated in a few felonies, I think you owe me a bit more than a replacement phone and a free headset.

Well, unless they hauled you away, fingerprinted you, and locked you up, then you're going to have trouble getting anything else out of Amazon beyond assorted gimmes.