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Shipping populated server racks in crates and carting them into place in a data center happens everywhere, everyday.

Servers with wheels!

They do. There is a whole podcast about them shipping the rack, including a whole bunch of talk about the design of the pallet they they ship it on.

You can find a picture of them packaging it on twitter somewhere.

My guess is that the 2u sleds are shipped in separate boxes, but that's a guess.

No. part of the whole value prop is that you take it out of its box and plug it in, then it works.