I_R0M_I
So my card just died.

I'm trying to work out if Evga would even have one to replace it with?

Or should I return to retailer, who will replace with a choice of what they have.

Currently Aorus Master, or Palit Gaming Pro PC or Gamerick OC.

I want a card ASAP.

If you have a spare GPU to use while the RMA processes and it will take a little time for EVGA EU, or NA for that matter, then RMA.  Bear in mind that there are some shipping cost involved and if you do an advanced RMA the collateral is two times MSRP.
 
Your last sentence indicates that you want a replacement card immediately.  If that is indeed the case, then you have answered your question.

I_R0M_I
I don't have a spare card sadly.

I can't wait a week or so, but don't want to be waiting too long.

I don't mind paying whatever to get another Ultra. It will be returned eventually right.

I'm in the UK, where do I need to ship it to? That's at my expense I guess then.

Honestly, in the UK if you have the option of just returning it to your retailer and they will replace it with another RTX 3080 just do that. I've heard too many horror stories of EVGA's EU team cocking up RMAs with ridiculous turn around times. Their EU team leaves a LOT to be desired from the NA counterparts. If you were in NA I'd say RMA and you'll probably have a replacement card in a week or 2, however since you're in EU......yeah a month minimum and that's probably being generous. 

My only concern, is I'm not going to get a card of the specs / quality of what I have.

Like if I wanted a Gigabyte or Palit, I'd have bought one in the first place.
I'd be getting one purely because it's quicker, and it would be whatever they have.
Also, there is a chance, that when they (retailer) get my card, they won't have any 3080 in stock, then I'm stuck waiting again.
I'm assuming Evga will have a card to send me.

Conversely, I also don't want to be ****ed over.

Assuming I chose cross shipping. Evga cover the cost of new card getting to me?
I cover cost of old card getting to them? Which being a warranty return, shouldn't incur vat etc?

I'm I went normal rma, do they cover shipping both ways?

I'll try and find the number and ring Germany tomorrow.

I_R0M_I
I'm I went normal rma, do they cover shipping both ways?

No. You pay for shipping one-way, wait probably for 3 weeks, get a card back, pay customs in order to receive it, and then hope that the (probably refurbished) one you received works well and lasts a long time.
Returning to the retailer seems like a great option.