Dealing with Amazon marketplace sellers is the Worst. It's very rare that I purchase something that is not sold by or at least shipped by Amazon. I'll almost never buy on Amazon if it's both sold and shipped by a 3rd party, unless it's a major company/brand. I will even pay a it more for the Amazon option, specially to avoid situations like this.

If it's shipped by Amazon, you can cancel order until it gets actually shipped out. After it's shipped, you can return it. If it's shipped by a 3rd party, you may or may not get any help with this kind of issue.