OK, so we have a solution to this problem. However I see the solution more of a problem than the original problem!!!!
Firstly, where the hell do you get a small quantity of 4pF 500V 1206 capacitors from. I've looked through my normal suppliers Farnell (Element 14), RS, Digikey etc and not surprisingly they don't supply them. They are out of stock at other suppliers and even if they were in stock I would be expected to buy a reel of 4000.
Secondly, and this is the really big problem, is that any rework by myself will no doubt invalidate the 3 year manufacturers warranty. Even If Siglent were to say that the warranty would be honoured after the modification, it would still screw up my rights under the Sale of Good Act and Distance Selling Regulations, (UK).
Thirdly, the lack of the calibration label and an invalid calibration certificate would no doubt reduce the resale value of the instrument.
Although the rework to add the capacitors would be a doddle to do (If I had the capacitors), I think I will contact my supplier to see what he has to say.
If Siglent have applied this change to later production of this model, then they should product recall existing units to have the modification and recalibration done, (or at least offer a free service to those that want it [including all shipping costs]). Otherwise all Siglent will have done is to use the early buyers of this product as free hardware beta testers.
Additional thought... Won't adding components screw up the CE certification?