Bad return policy

The PEP store exchange process/ policy is very frustrating. I bought an item from a different store and when I need to exchange return it from another store, they refuse and advise that they do not have stock of what I'm returning???! So if I bought something from PEP store in KZN and I've resided to another area in Johannesburg, when I want to return it back to the PEP store in Johannesburg they will not take it back because I need to return it to the store I bought it from in KZN?! The service was extremely bad and I'm extremely annoyed. This is a PEP store in Balfour Park Shopping Center. I wanted to return an item and I was told they will not take it as they do not have the item in their store!