Since it's their screw up, I would demand that they issue me a prepaid return label so that they incur the costs of shipping. I would send it back to them that way, after I confirm they will send a replacement.
Terrible advice. Do NOT send it back to them after "confirming" they will send a replacement. You will get nothing in return. Open a case with eBay, get your money back and sell your new paperweight on eBay as "iCloud Locked".