An offer to accept a return is the best you will do. I would be surprised if you were offered travel expenses. I would also be surprised if the police-the local to the yard police- do anything. You don't pay their salary. Did you get a written warranty? If not be thankfull for anything you get back. If you did, you can swap in the trans and try it out.
No one is going to give you much help for a $125 junkyard trans. Personnally, I wouldn't the 2 1/2 hrs drive back to the place for a refund of the purchase price.