VRM sensors don't exist? I'm pretty sure they still do...
If I'm not mistaken, in GPU-Z, there are two temperature readings labelled as "VRM Temperature 1" and "VRM Temperature 2." People are able to see these on their R9-280X, R9-290, and R9-290X...
What version of GPU-Z are you using?
You can also give HWMonitor and/or AIDA64 Extreme Edition a try as well.
If your R9-280X is still under warranty from the retailer, then you can do the RMA from them, and you don't need to do it directly with Sapphire.
You can't blame everything on AMD. They are only in charge of making the GPU core (the main chip under the heatsink). The PCB (Printed circuit Board), VRAM chips, VRM components, capacitors, electrical componenets, etc is all up to the manufacturers (Sapphire, ASUS, MSi, etc).
I do have to say though, the user reviews for that R9-280X OC doesn't seem to be good...a lot of DOA.
Phenom II X6 1090T @ 4.1GHz FX-8350 @ 4.8GHz // ASUS Crosshair V Formula 990FX // Sapphire Radeon HD Dual-X 7970 @ 1150/1500 // Thermaltake Frio w/ push-pull (using Antec Formula 7 Nano-Diamond + Cooler Master JetFlo fans) // 8GB (2 X 4GB) G.Skill RipJawsX 2133MHz // Corsair TX850 850W // Corsair Force GT 120GB SSD (OS) // Kingston V200+ 120GB SSD // WD Caviar Black 1TB // Windows 7 Ult x64