Two penn'orth
1) sending a bike around Europe doesn't cost that much I suspect -maybe as little as £30 each way -check (although insuring it during outward carriage may be another question -return insurance will be the responsibility of the retailer).
2) I don't believe any EU consumer facing business can charge a consumer for the costs associated with servicing a defective product, eg shipping, when the product has been sold to the customer in the latter's home state - even if a contract said so. That's a risk I believe the business is aware of and willingly taking. "Warranty conditions" would have to be "conditions of sale" to defeat your rights to a reasonably durable product,and then I simply don't see how such a term could have effect. It would be like saying "if I breach my main obligation under this contract, you have to pay before I remedy that".
I mean that could be a fair term but I can see problems with it being fair enough to be enforceable. Maybe I'm wrong in law. Not sure.
3) pay at least partly by credit card and enjoy SOGA rights against your card provider.
4) consumers in the EU can do cross border small claims in their local small claims court.
5) pretty sure it's illegal state aid for any EU ms govt to restrict cycle to work subsidy schemes to buying only in the home state. So you might be able to use the grant to buy in eg France? Again maybe I'm wrong.
6) yeah I buy local too,same reasons ;-)