As I said, the seller sent me pre-shipping pictures, those pictures have embedded date/time stamps in the files, and according to the stamps, the pictures were taken only an hour or two before they were sent to me.
The idea of bolting it up to the car to see if the damage happened while installed is a great idea, and I just may try this when I get some free time. But, if you look at the exhaust flange that bolts up to the pre-muffler, it is bent, almost curled, the type of damage that could happen only while the exhaust was off of the car. You can almost see it in the first pic I posted, here's a close-up:
I'm no expert, but it seems there is more evidence here saying this happened in UPS's custody, than in the previous owner's. Today is claim filing day, I'll keep you all posted.