[mothered]

Will they investigate it into all details or it's more likely just they open it, check if it's burned and accept refund?
- To be more exact: is it enough for me to find some burning iphone online or burned one, or fake one and them that, or it is better to do the corrupted file method?

If you're not planning to use the sealed box method, due to the nature and value of the Item, they'll most likely thoroughly check the return. This however, Is no longer relevant.

As It stands, they've asked for a photo, hence you need to comply with their request.