Combined with their prices, I'd say they're definitely a grey importer. I'd be less concerned by the white box one of the lenses came in and more concerned about the lack of manufacturer's warranty. Ok they may provide their own warranty instead but this could be better or worse than the manufacturer's. There's nothing wrong with grey imports per se but I hate the way so many retailers try their utmost to hide this when it should be very clear.
They don't want to be very clear as almost all of them are actively involved in tax evasion so writing in big letters on there website we sell imported lenses as knocked down prices probably isn't top of their priority list!
Still not sure why HMRC let them get away with it, having ordered a few things from digital rv it wouldn't be hard to spot the packages at the boarder and they'd only have to make a concerted effort for a month or two to devastate the trade.