Financing dealerships with no dealer nr?? We were sold a written off vehicle

We bought a vehicle through CFC that is a write off on VW system... getting little to no support from this company regarding this vehicle, all they can say is there is a very big cancellation fee if we want to return this vehicle... so how do you sell a written of vehicle? Surely there should be ways and means for a financing company to check if a vehicle is legit?