Here's putting an end to the debate hopefully...
No one can sell illegal fish.
The danios were brought into the country a long time ago now, and made it into the country because they were imported in with another name.
NZ has anti GM laws (treehuggers)... Subsequently that made the fish illegal to import in the first place.
If your fish are the red ones like in that pic, take them back to the store with proof of purchase (can be looked up if you are in the club) and you will get a refund or a replacement as you wish.
Make sure to take the fish back and the store will deal with them appropriately.
If they are not, do not panic.
The GM danios were sold by almost all retailers when they were imported.
The modification was done my transplanting the gene for luminosity of that type from a jellyfish species into the danios genome.
In all honesty your danios do not appear to be the GM danios.