EVGA is good about this most of the time. if you overheat,or break it in two,spill soda etc. you can forget it. but if the card just dies on you,I doubt you will have any problems.
The Zalman is designed to take up one extra slot. SLI boards always have another PCIe x1 slot between the PCIe x16's, so you will be able to SLi, even though it's a waste of hard-earned money.