The answer on returning a bag bought in another country to an H. in another country would most definitely be no. You see this policy adopted countrywide for all types of stores that have an international presence - Zara, Topshop - and I imagine H's return/exchange policies to be even tighter. I imagine the prime reasons are financial and also the fact that the stores are probably registered as independent companies in the various countries they are in. Basically, it costs a lot more for an H. bag to be shipped out of the country of manufacture and origin to an overseas shop.
However, regarding specific H stores, hopefully another TPFer will be able to enlighten you. Would you care to mention the H stores involved???