Sold me a faulty part that they do not want to take back.

I bought a power steering wheel pump on the 20th of January, I never got a receipt/ slip or an invoice of some sort meaning now im not aware of any of the return policies etc. The part was fitted on Saturday and found to be not working, took it out to return it today 24th of January. Now im told that they can't take it without a diagnosis report to show the pump is faulty, but it isn't working otherwise why would i even take it out when i want my car to run. For me to get that diagnosis done, I have to then take it to the mechanic fit back the pump just to run the test and take it out again and that is more money on my side. It is so unfair that on the day im returning the part only then they telling me about diagnosis reports, but the part they sold me is not working at all. This is isn't the only part i bought that isn't working from them, bought cv joints that were faulty too. I just need my money back.