Not sure whether to laugh or cry! I finally worked up the nerve to call Ethiopian to ask about this.

On buying miles: no, you can not buy them over the phone, but we can give you the address of the office in Washington DC and you can go there to buy the miles (I am in CA).

On booking an award ticket on United with my Sheba Miles: call United to book the ticket, they will deduct the miles from your Sheba Miles account.

Yeah, sure!!!

I guess I should probably just write off those 20000+ miles (that I tried to credit to United in the first place - entering my United FF# in at every step of the way and they refused to fix for me).