I've just spent over an hour on the phone with Orange.
They have agreed to send me a replacement phone and booked the courier for this Friday. However, the guy said that it would be a refurbished phone! Obviously I said that would clearly be unacceptable. But once the order had been passed to the courier, it can't be cancelled. (How on earth he thought it would be OK to send a refurbished phone I don't know.)
So, the courier will deliver the phone on Friday. The guy said I should reject it. Orange would then be notified of the rejection, and he'll be able to send me a new one on Saturday or Sunday.