I spoke to the Dior Manager last night and she promised to fix this personally. So I had to make another trip to the boutique today. This time, manager had the box and more importantly, the certificates of authenticity ready. It's unbelievable how SAs can just sell fine jewellery without knowing it comes with these items.
All authentic Dior items come with an authenticity card with a unique serial number that can be traced back to boutique and buyer. This includes bags and accessories. Always check for it when purchasing the final item.