I wouldn't necessarily take "check-in closing" as meaning you could get a refund after you'd checked in...My literal take on that would be that you could cancel it until you checked in and you have until check-in closes to do that. It would be very interesting to know the true meaning as the process of having to be escorted back landside would be annoying for Air NZ for a single passenger.
I know for domestic it's up until boarding begins - I've had a friend who has booked urgent trips to AKL on a few occasions (ie booked next available flight on the way to the airport) and has cancelled a couple while in the lounge as he was no longer needed. He said it did annoy staff on one occasion as there was quite a process to go through offloading and then doing the refund.