JB,
One must carefully distinguish between indeterminacy and uncertainty. The former is a quantum concept while the later is classical. Heisenberg, himself, only used the term uncertainty with great reluctance.
A quantity is uncertain if it has a value that is unknown but otherwise completely determinate. Consider the phase space for a free one dimensional motion of a particle. Suppose that the position and momentum is uncertain by the amounts delta_x and delta_t. The actual position in phase space, classically, will be some point in the rectangle formed by the uncertainties. We just don't know which one it is. As the system evolves the area of the "uncertainty patch" will change due to a "phase shear." In other words the uncertainty will grow. (If you know about Liouville's theorem, you might pause to reflect on this.)
In quantum theory indeterminacy is more fundamental than any of the wave functions and is at the root of the probabilistic interpretation. Think about the gamma-ray microscope experiment. See, for example,
http://www.aip.org/history/heisenberg/p08b.htm and the associated links.
The whole point of the uncertainty principle is that some things are just not observable. As for violating the conservation of energy, reconsider the indeterminacy between energy and time. I believe that you will find that the putative problem vanishes.
You suggestion that "this interpretation of Born should be analysed in thought experiments as if it were possible to make perfect measurements". This has been done by the late David Bohm and others following de Broglie's notion of a pilot wave. However, there are serious ontological problems with this approach. To date these have not been unravelled.
Dr. R.
