Can I leave this with my hotel / mail room / building concierge to ship back out?

We generally don't recommend leaving things with hotels, mail rooms, concierges, etc, since they can cause some pretty significant delays on returns, especially since they can't scan the boxes or give a drop off receipt. Technically, an order isn't considered "returned" until there is a scan from the shipper on it. That means that, if something happens to it between the time you dropped it off, and the time it got picked up and scanned, you'd still be liable for it.