1) It's illegal for an ES to be sold.
2) They could be bad because they undergo alot of testing. They should work, but don't expect a fantastic overclock (you could get lucky though).
3) There is no warranty. They are and always remain the property of Intel, so you can't claim anything.
4) Some people have returned them to Intel and received a retail chip for free in return. However, there is no guarantee that they will do this for you.