well unfortunately pricing is circa 40% cheaper in US compared to NZ. RIP OFF!

Exactly, almost worth taking a trip to get a laptop when you're buying higher end!

Anyone used a shipping service that you can use a US address have the laptop forwarded to NZ? I'm tempted to just do this but not clear on whether these services will forwarded on a laptop?

Even on the HP US store or at bestbuy the prices are so much better than NZ

Lets be very clear here.
You run a risk of importing ANYTHING with a battery.

Some ebay sellers will just box up & send as is, without proper documentation or packaging (if so & detected , expect real issues)
It can be rejected at any stage of the process, and either returned to sender , destroyed(yes), or left to linger forever at some courier depot .

battery import is rather murky, hard to find definite info from ALL involved as to what,where,when they accept & reject
Some allow batts as part of a device (eg laptop,phone) , some require batt to be removed ,some allow up to certain batt capacity , some just reject everything with a lithium batt in.

Just because they send it, doesnt mean it will actually get delivered . As I found out, trying to import batts from Asia .  :-(