Conn's Very disappointed by terrible furniture return policy & lack of customer service Austin, Texas

A week ago I went to the Conn's store on West Anderson Lane in Austin, TX.  The salesman kept trying to up-sell me, but I stood firm on my shopping list.  It was annoying to have to keep saying no to additional items though.  

Part of my order was a sectional and a matching round chair.  When the items were delivered a few days later, the Conn's delivery guys were late (outside of the 3-hour window) and they didn't even have the courtesy of calling to let me know they would be late.  I didn't learn about it until I called the warehouse.  

My biggest complaint however, is that when they finally did arrive with the furniture, they unpacked it and not two minutes after they left, my 2-year-old daughter unzipped one of the (many) pillows that are supposed to serve as the back support on this set.  She started pulling out this green, wool-looking substance that could be flammable, or toxic, for all I know.  These pillows aren't even real pillows!  They're just stuffed with green material! 

When I called the store and spoke to the salesman, and then his manager, both just kept repeating that Conn's doesn't take furniture back.  The manager offered to have a technician come out to try and "fix" the pillow so that my daughter couldn't open it.  Umm, was he going to sew it shut or rig it in some way?   This doesn't seem in keeping with the manufacturer's original intent for this furniture.    

Another complaint is that the sectional and chair are very uncomfortable.  Conn's seems completely unwilling to work with me on this.  I even suggested that perhaps we could trade this set out for a different set that doesn't come with pillows, but I hit a brick wall on that one, too. 

My biggest frustration though is that I definitely was NOT told by the salesman that furniture is NOT returnable, or I would never have bought it in the first place.  Yes, I should have read the fine print, but I haven't even had this furniture for one week.  Also, it's completely clean - no spills or stains. 

One last complaint is that both the salesman and the delivery guys repeatedly asked for me to give them '5's during the survey call that I would get in a few days.  I haven't been able to speak to any Conn's survey, but I will certainly NOT be giving any '5's. 

This sucks.  I'm stuck with this cheap, uncomfortable furniture that is potentially harmful to my little girl.