Update: so emails and chat with Wiggle are not really effective in my opinion. But after getting a bit more angry than usual (and some people think I'm an angry person!) I got a call from Wiggle, and it turns out that phone calls are much better than emails. Go figure...
Long story short:
* emails = waste of time (mostly)
* phone calls = if I keep them, I get a 35 British pounds refund and they'll pay also the truing bill
I should send the wheelset back and get something in mint condition instead, but I'm tired and it seems that my original rear wheel is actually busted (sometimes it has a lot of play!), so I will probably use this refund and keep the ultegra wheels... and try to enjoy them in long rides and steep climbs
Anyway, that's all for the moment. I'm also happy to have fully understood the person on the other continent... I might be able to go to work there some day... BRILLIANT.