Hmmm, not sure. I'm thinking since it's a dept store, all tags must be attached for a return. But if you found something wrong with it, they should be able to take it back. Maybe talk to your SA before you go?
Should not be a problem. I never shop at Bloomingdales but and SA once told me their policy is to accept any return as long as you have the receipt.
As a side note you can buy the little plastic tag fasteners at the office supply store, they are cheap too less then $2 for 50. They come in handy when you need to remove the tag on something to try it on, like a belt.