Can we send the WD drive in a cover that is boxed and sealed in a thick cardboard box? Would that void the warranty and can the data in it can be recovered?
You may find Packaging and Shipping Instructions on the following link:
As long as you follow the recommended instructions on your RMA, then you should not have any issues and WD will receive your drive.
On the other hand, Customer confidentiality is a priority to Western Digital. When a drive is received, it is put through a rigorous testing process for analysis. During this process, all data on the drive is completely erased, and therefore irrecoverable.
This means that if you need to recover the data, it needs to be done before sending the drive to WD.