We have done the switch also, but the other way around....arrived at a DVC resort and then left from a non-DVC resort. You really do not have to worry about the departure. In truth, you really don't have to have previous reservations for the return trip. Yes, you should get in touch with DME a day or two before you plan to depart, but you can do it that way. In fact, my dh had to leave BCV without his voucher...I was a dummy and forgot to give it to him. He got on the bus with no problem. Then when I moved to POR for my last two days in WDW, I misplaced my return trip vouchers (yes, I can be an airhead at times), but the bell services people at POR were terrific and just made me up new ones for my poor embarrassed dd and myself. So, don't worry about not having something specific for your return to the airport. You most likely have the return vouchers.
You don't need any tags even though you are switching resorts. Not sure why they would send you two sets, one set for each resort. That makes no sense to me, but hey, mistakes happen. You should be getting an envelope, from DME, rather than a resort, with an information packet, yellow luggage tags. DVC doesn't send out the packets...I've booked through them before and once the reservation (for DME) is made it gets turned over to DME for printing and allocation...usually about a month or so before travel.