Moral Dilemma, vendor sent me wrong (better) stuff, what to do? Options

[bobhasissues]

I ordered a DeVilbiss dekups kit and gun adaptor from an online paint supply vendor for about $40.
The dekups kit part number is DPC 654
I receive FLG 654 which is a DeVilbiss Finishline 3 gun with three tips worth $170, but they did not send the adaptor I ordered.
I called the vendor explained the situation, they agreed to send the dekups kit with adaptor and send a call tag for the gun shipped in error.
I receive a dekups kit with the wrong adaptor.
I call again explaining I still do not have an adaptor that works with my gun and have a gun kit I did not order or pay for.
They agree to send out the adaptor and a call tag for the gun kit.
The FedEx guy comes Saturday with the adaptor but has no call tag for the gun.

I don't feeel good about keeping something that I did not pay for, but my feeling is that if I ship this back, someone on their dock will just keep the gun since they clearly did not do any paperwork to process the return.

I made two attempts to "do the right thing", should I call it a day and keep the gun? I don't feel great about it, but I'm thinking of sitting on it for another couple of weeks and putting it up for sale here at a bargain price.

Have I fulfilled my obligation to try to resolve this?

[koozy]

If it doesn't sit right with you now, it never will. Take pride in that. It may be a pain but call for a return or just send it back and let them know you did so by sending them the tracking number and making sure someone at their end has to sign for it. What someone at their facility does with it is not the issue here. It's likely that if you send it back it will just end up back in their inventory. And, you won't have a hard time looking at that guy in the mirror.

[bobhasissues]

....send it back and let them know you did so by sending them the tracking number and making sure someone at their end has to sign for it. What someone at their facility does with it is not the issue here.....

I thought about just sending it back at my own expense, but I'm not confident it will be properly documented and returned to inventory to clear me of any future claims. To address some other responses, I was only charged for the kit I ordered, the packing slip showed the kit but the picker packed a gun in error so on paper they don't know they sent me the gun. I don't need this gun, the one I have is a level or two better. I'll call them again and see if they can issue a zero value RGA with my name on it so it will all be documented. If they can't manage that, then I'll stop feeling guilty about it.
Thanks for all the responses.