1) Personally, I am not a stickler for the COA on those situations, but yes, it would definitely affect the value negatively as it is no longer in the same state it was in when it left the manufacturer. It's kind of like if an Ultimate card was taken out of it's slab, or if the seal was broken on a Superlative card...sure it's the same card, but there is still something missing.
2) It doesn't hurt to ask for a discount, but based on the fact that it is so low-numbered, and you plan to keep it anyways, you don't have much of a bargaining position...especially if they offer a full refund if you return the card.
3) I doubt UD can certify something after it has left their posession. There is no way they can determine whether it is still in its original condition with the same memorabilia on it.