I tried doing a swap from the black to the white band for my SGS but stupid guys at Apple said that the white band wasn't compatible with my watch. �� I'm pretty upset right now because they even said if I bought another band of any color and if I had any problems they wouldn't be able to do anything warranty wise because it wasn't compatible with my device to begin with. I was like WTFF MAN?! That's ridiculous!!! So, I'm having my husband pick up a couple bands for me tomorrow. I love your combo btw.
Their wording may have bene wrong, but Apple will only swap bands to make watches match actual ones you can order (so on my silver Sport, I could swap a blue Sport Band for a white, green, or pink, but not black). Since the Space Grey Sport only is available with the black band, there isn't a swap option. For the regular Apple Watch, I think you might only be able to swap black for white, as the blue/green/pink were not offered as order-able combinations.
As for the warranty argument, I think the person you spoke with was just plain wrong. Even though there's plenty of "wrong" combinations (stainless steel lugs on aluminum watches), Apple allows the mixing & matching.
If it were me (and as many others have said), I'd have done a built-to-order option for everyone and eliminated a lot of the hassles (although the band and watch itself would probably be shipped together, but in separate packaging).