I don't blame ya, if I was in your spot, I would do the same thing. When finds oneself in a hole, the 1st step to get out is to stop digging.I bailed on GM - did a buy back, cut my losses and never looking back. Injector failures with the ZR2 / Diesel Colorados are a trend. I was hearing other stories about injector failures in these diesels but typically happening at the 20,000 miles range. Thankfully mine happened early so it made economic sense for me to do the buy back when I could still get most of my money reimbursed with only small user fee. Paid in the $40,000+ range for brand new 2018 ZR2. Ridiculous. I have heard some people who have not yet had any failures and they like their ZR2 Diesels. However, you are rolling the dice and I don't gamble, especially when these vehicles are now between $45 - $50 thousand dollars. Good luck brother.
Knock on wood, at 40K miles my Canyon has been flawless to date, no so much as a check engine light, but there have been serious issues with more than a few trucks out there, yours included. My truck is tuned and it runs great as a result, but I am screwed w/o a warranty if something major goes wrong. I tuned mine early on as I wanted EGR shut off, as I have an irrational hatred of exhaust soot circulating back into an expensive diesel engine. It is sweet indeed to drive an EGR disabled diesel, you can feel and hear how much better the engine runs w/o EGR. The problem is all this was before the injector and piston issues had really surfaced. I dunno if I would be so quick to tune (if they were still available in the US) now. To be honest, even though only a minority of trucks are affected by these problems, I doubt I would have gone with the 2.8. Owning this truck is such a tug of war - I love the truck itself and how efficient and cool this power train is, but the diesel worries me. Chances are it will be fine, and it sucks that your new ZR2 was one of those that was not.
I just can't sell a truck that "might" have a problem as most have not had a major issue, at worst some emissions hassles. It really has been a great vehicle, and then there is a potential liability cluster F of selling a vehicle that has been tuned and not disclosing that to the buyer, even if it was flashed back to stock. Then again, for some buyers, tuned vehicles are demand as it is hard to do that anymore.
Kinda blue sky toying with the idea of ordering a set of the older 2.8's Federal Mogul VM pistons and having those put in if I can. Probably cost me 4 grand (the piston set is around 1K off the Sasquatch Parts site) to do that, but it would provide absolute peace of mind against the grenading Mahle pistons issue. That is a considerable amount of dough, but my hope is to keep this truck until I arrive at destination Geezerville and am too damn old to climb up into it anymore, so that expense would be amortized over a long time. That is how I would justify it anyway!
Likely I will just drive it and, like the Hunger Games, hope that the odds are ever in my favor and the F'ing thing does not blow up in the middle of the Utah desert on one of my dirt bike trips. Kinda ridiculous to have that kind of thought process rattling around in the back of one's brain when one is talking about a newer and highly pampered well maintained 40K vehicle's piston pins, and whether or not they will go the distance...
In the event it does grenade, the core will be retained and the failed parts will go to Thielsch Engineering (where my brother was their lead sales guy before his passing) for forensic failure mode metallurgical analysis. GM will be tired of hearing about it and it would give me something to do and be my mission in semi retired life to recover and to get a class action going. For everyone's sanity including my own, my truck's engine better stay together.
Dear GM, if one my truck's pistons does frag, instead of stonewalling me and denying warranty due to my truck's tune instead of the faulty metallurgy that is the real cause of these failures, I suggest you take the carcass and just gimme a new Sierra 3.0 4x4 SLT in exchange for my truck and 5K cash, and all is forgiven. Sounds outrageous and it is, but in hindsight if things go south, it is a deal GM would wish they had taken, I can guarantee that. Spent 30 years working in the litigation arena, I know how this stuff works and know some real legal sharks, and I have some time on my hands