If they're really mean about it they'll just make it it look for the HBC and remove boot2 if they find it. That's an instant brick right there. BootMii can't save you if BootMii's gone.
I doubt they'll go that far, though.
Of EnigmaXtreme's options, I don't think it'd get worse than #3 but #2 is probably closer. It might not pay that much attention to saves, though. If we're lucky, you might be able to slip some saves for Wii disk based exploits over from SD onto NAND before the transfer with hopes of having them end up on your Wii U.