Sure, no problem. I'm using Acronis True Image as imaging software to create backups.
After getting a replacement device it was no problem to restore the backup from the previous device. I just had to perform the Windows activation and everything was up and running again.
I made the same experience as jamesk: Microsoft only checked if your credit card "could be charged" with the amount. I saw this bookings only within my Microsoft account and never on my credit card.
So don't worry - everything seems to be OK.
Hmm, I didn't try to boot my SurfacePro with Windows 8 from USB stick but with Acronis which I use for Backup/Recovery. I had no problems booting the SurfacePro from my USB stick but t was formatted as bootable stick from Acronis running on this device.
Possibly there are some difference on a...
Before you can boot the SurfacePro from an USB stick you have to disable the secure boot option in the UEFI BIOS.
Start the device holding down the volume UP key and the the on button.
This should offer you the BIOS options.
Disable the secure boot option - and don't remove any keys!
I've made the same experience in Germany. The replacement device was delivered within just a few days. After I received this device (from the Netherlands) I had 14 days to resend the defect one. Great service!
I've read several descriptions of the docking station - esp. in the German Microsoft Store.
Sometime it's described with a LAN port of 10/100 MBit/s and sometimes of 1 GBit/s.
What connection speed has your docking station? I can't really believe that Microsoft offers a docking station...
At least in the German Microsoft Store the Power Cover is offered as compatible device for Surface 2, Surface Pro & Surface Pro 2: Power Cover - Microsoft Store Germany Online Store
So I would expect the same compatibitly for other localized Versions too.
Im using this one without any Problem: Amazon.com: Samsung SE-506AB/TSBD 6X USB2.0 External Slim Blu-ray Writer Drive (Black): Computers & Accessories
It requires only one USB port, so you don't need an Y-cable.
I would assume, that your Surface Pro is downloading and installing all updates for Windows 8. When I got my Surface Pro, I installed Office and some other apps on it. Then I startet Windows Update manuallly and it took rather a long time and multiple round trips until Windows Update told me...
I'm using Acronis True Image Home 2013 for this purpose. ATIH2013 has only a little problem on recognizing the keyboard and touch pad (mouse) on recovery mode. Please see my post at Acronis True Image 2013 Not Working on Microsoft Surface Pro | Knowledge Base for a solution.