If you're S-OFF you can do an RUU, that will take you back to about as stock as you can get e.g stock firmware, stock ROM, stock recovery stock etc.
This thread will tell you most of the things you'd need to do.
I highly advise against attempting to go S-ON or re-locking your bootloader as S-ON has a high probability of failure and or bricking your device.
My personal recommendation would be to just take the RUU and if if I remember correctly you can make your ***UNLOCKED*** tag falsely show ***LOCKED*** instead, not sure though so if that interests you just Google it or ask.
EDIT: Here is the link to the tutorial on setting your UNLOCKED tag to LOCKED. Warning though I have not tested this or heard of anyone testing it so DO THIS AT YOUR OWN RISK.
As far as I know they do not care if your phone is S-OFF or unlocked, only that it is running the stock firmware, ROM & recovery. Reason behind this is some of their phones are manufactured and shipped already S-OFF on 'accident'. So as long as you do the RUU you should be perfectly fine, at least that is what everyone has said thus far.
Your risk not mine, if you're unsure then read through some other threads until you feel confident enough or wait for another person to answer.
& Sorry if I made you a bit unconfident with my last post, I have never had to return another phone to them so all I'm offering you is what I know and or have read from others who have done what you want to do. I'm quite sure that will work as many other people have claimed it worked for them but as with anything I could be wrong which is why I did not include a "*100% GUARANTEED!*" sign. Just offering support, always do your own research too, just as I had done to find that out.
I can vouch for the RUU I'm gonna link further in this post, I recently used it and successfully RUU'D my phone to stock.