Got mine HK iPhone XR (A1208, MT142ZA/A) delivered on Friday. Put in my normal and roaming SIM. Works like a charm. Test area so far: AT, CH, US
No problems whatsoever. If someone in the store tells you otherwise (like they did to me): Don't get fooled. They are just trying to sell you their local iPhone model.
Apple will accept the phone on warranty worldwide within Apple warranty. You won't have 2 years warranty as it's usually the case in most EU countries. But, when going for warranty it could get tricky getting the same iPhone model (dual nano SIM) back if it's going to be replaced. You'd likely need to sell the warranty exchange phone (nano+esim) and get a new dual nano SIM phone from HK.