There are two separate issues here.
1. The quality of the setting. As you have seen, Blue Nile has mixed reviews as far as its metalwork is concerned. I don't have direct experience with Blue Nile, but I would not buy a "cheap" micropavé setting (and these are at mid-to-cheap end) unless I had the vendor available next door to fix problems. Ask Blue Nile how they would help with fallen out stones etc. including dealing with Australian customs, and consider your local options before committing.
2. The main diamond. If you go for a pear, be warned that you have no reliable information over its cut. Blue Nile
makes up dreams provides a "cut grade" based on non-transparent criteria (presumably some combination of depth/table and information provided from its suppliers) which I consider frankly useless. If this sounds like competitor bashing, bear in mind that:
- Blue Nile never sees any of the stones it sells - they are shipped to you by BN's suppliers;
- There are no widespread, lab-administered cut grading systems for non-round stones to help you (or them) assess cut quality, and
- The information provided on reports (usually table and depth%) is primarily useful for stone identification, not for assessing cut quality.
Again, the Blue Nile model has many advantages, but if you are dealing with a fancy cut (i.e. non-round) and/or a low-clarity stone internationally, I would choose a supplier that can look at the stone and ideally send you comparative photos and video prior to shipping, rather than dealing with Australian customs in trying to avoid paying duties and taxes for a stone that needs to be sent back because it is unsatisfactory...