It will be considered a criminal investigation until the supplier proved otherwise. You don't get the benefit of the doubt here if you end up selling stock that aren't suppose to be available. You have to prove you know where it came from, or you would have intentionally purchased stolen goods. Sony keeping quiet is likely part of the requirements in making sure they could persecute, as part of the evidence for criminal culpability would be the fact that the console isn't announced.
Hi as i have said in other posts CEX work very closely with the police, they buy a lot of phones, tablets, computers, watches and second hand consoles so a percentage will be stolen it is just statistically likely. They know about stolen goods and train there staff to watch out for them and suspicious transactions like selling goods they person can't unlock etc. I very much doubt they will get in any legal trouble they have had a lot of practice and make you sign deceleration that not stolen etc, they are covered normally and as i say in order to protect themselves further are very helpful to the police, sometimes proactively by calling them if they know someone is selling stolen goods, if you get robbed and have something unquie stolen is a good idea to go to local CEX (after the police of course) give them an police incident number and picture of goods or description and they will look out for it, if a ps4 give them your psn as turn on the console and make sure it works so if the theft has not removed your account can tell straight away. CEX are not the devil, they are far better than pay day loans and pawn shops, but still do hear sad stories close to the end of the month with people selling stuff only to come back and buy it at increased price a few weeks later.
As pointed out by other users thay require photo id and take a copy of it often or at the very least the details, so if it is stolen very likely the person selling it will get in trouble not CEX.