cameras are no different,and i get 3yr warranty not one in the UK
I have found grey market in OZ to be perfectly fine and reliable, and service can be actually at times faster than the original domestic manufacturer.
You deal with the grey importers that have been operating here for years, the better ones have a small stock room (office like set up) here where they keep a couple each of the fast moving items on the shelf all the time, they usually have other products as well and 1, 2 or 3 weekly deliveries from Hong Kong, your repair is in Hong Kong in 2 or 3 days usually turned around and back by the 7 or 10th day.
I mean i can order a new item on the Sunday night and its here Tuesday afternoon from Hong Kong.
As to price difference even with local dealers, it varies greatly, one store has an item at say $6500 another at $4900 and when you walk in with the folding stuff it can be a real Bro Fest LOL.
The big Chains usually are full retail and offer after pay or fiance.
Several of my colleagues only buy grey and have had the D3, D3s, D4, D4s, D5, D6, all Grey never an issue, delivery fast, price excellent, no issues reselling.
While others would, personally i Wouldn't dare do grey with the Z9 Z8 given the past 18 months.
I am Ok doing Grey with Canon and Sony mirror less.
If your in business and seriously yes go domestic for the loan factor.
Only an opinion.