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Well I mean, it wasn't the smartest choice to open it and set it up before getting reimbursed. But nevertheless, you should be fine as you didn't buy it straight from Apple, but some companies do have the ability to check, but again you should be fine.
What I would recommend for next time is to use a different excuse other than DNA or empty box, such as FTID, as nowadays there are precautions to prevent this, obviously not all companies do this but a lot have caught on (speaking from experience) like the way amazon requires a passcode on delivery for valuable items, and shipping companies keeping track of the wight throughout the journey of the package. But just keep to what you know and trust and to make sure nothing dodgy happens to you.