you are thinking to much about it
like many of us do often, you seem to be thinking too much when you shouldn't and not enough when you should :)
i believe that dsl now sends everything by courier. previously, unless the courier was requested it went through australia post, which means the government would be able to know the moment an order went through. i would think this was the issue with uk orders going through royal mail, but of course, i do not know that for sure. either way, many people in australia have had it delivered by australia post. the courier option seemed to only be open to those who emailed him, instead of ordering straight off the page. now it seems it is mandatory because so many have been caught by uk customs
i only know of one person in australia who had a welfare check and their sn confiscated and they had a history of mental health problems, and had actually told the mental health department they had some. make of that what you will, but i do not know of anyone who have had a welfare check based solely on an order. it may have happened, but i know of many australians who have ordered it with no welfare checks, delivered by australia post and some were on the mental health register too. the uk and it seems new zealand have had welfare checks based on orders, but at present, australia seems to be different
for the most part, if you receive a welfare check, you do exactly what you should do anytime a cop pulls you over in your car. you say "yes sir, how high would you like me to jump". i do not think they can legally take it off you, but if they do request it and you refuse, then they could send you off to a psyche ward. if you comply with their requests, the worst that will happen is they might take your sn, but they will not get you locked up because you do not seem a danger to yourself, and it is more paperwork for them. they can and will only get you sectioned if you are an active threat to yourself. be polite and you should be right
it is not illegal to own, it is illegal to sell it in australia to someone who does not have the appropriate licenses and paperwork to purchase it. you are not breaking any laws by ordering it or possessing it.