Questions about Sony FE 200-600mm f/5.6-6.3 G OSS - (EU)

Yes grey import, no guarantee from Sony Switzerland. It is far too expensive for that.

The "FE 200-600mm f/5.6-6.3 G OSS" (SEL200600G) lens from Sony is compatible with cameras from the Sony E-mount system, which also includes the Sony Alpha series. The Sony Alpha III (or similar models of the Alpha series) use the E-mount, therefore the lens fits the Sony Alpha III.

Several suppliers from cheap to extortionate prices.