It seems that #4 is misinformed. It’s perfectly possible to obtain a refund of Air Madagascar tickets at offices other than where you bought them. I’ve done this a number of times myself and when I bought additional tickets from the Paris call centre on 22 December, I was again assured quite explicitly that I would be able to change and/or cancel the domestic tickets at any Air Mad office in Madagascar (the long-haul flight, as a promotional fare, is non-refundable anywhere).
In thirty years of international travel I’ve never once been told by any IATA airline that I’d have to go back to the point of sale to get a refund on a ticket I bought from the airline or its handling agent. The last point is important, because if you buy the ticket from a travel agent, then of course you’re not going to get a refund from the airline. Your contract is with the travel agent, to whom the airline pays a commission for your booking. They aren’t going to give you the money back and be left paying the commission, so they’ll tell you to go see the company you bought it from. For that reason I never buy air tickets from travel agents, and with modern communications and credit cards, it’s hardly, if ever, necessary.
In the case of people coming into Madagascar by sea, and I’ve spoken to a number of people who’ve done it, there is absolutely no need to throw away any air ticket you’ve booked in advance. You’re going to have to leave Madagascar anyway, so why not just book a flight on the route you’re going to take out – the question of a refund doesn’t arise then. You can still be flexible, because if you book a full fare ticket you can change your dates of travel at will, and if you have a reduced fare ticket, the fee for changing the date is almost always a fraction of the cost of a cancellation (which may not be allowed).
That there are no legitimate ferries into Madagascar apart from the Réunion/Mauritius route is something I mentioned at #1, and at present you shouldn’t be looking at cargo boats as an alternative. But assuming you were to get a passage into Mahajunga: even if the port there were as chaotic as implied at #6, you’d be very ill advised to do what is suggested. Whether the rest of port is chaotic or not, the gate guards are very efficient at turning people away, so you’d end up being in the country without an immigration stamp – definitely not a good idea!
And as far as booking a passage on the Réunion/Mauritius ferry is concerned, if they don’t answer e-mails promptly (which seems to be something of a problem in the entire region), then phone them. They were completely helpful and courteous, and would have given me a firm reservation if I hadn’t been put off by the price.