Dealer trying to take Tesla back.

Location: Arizona, United States

About three weeks ago I bought a 2020 Tesla Model Y from a third party dealer. Salesperson I worked with said I was fully approved. Signed all the paperwork, contracts, etc, then drove the car home. Today, I get a call from the Finance Manager saying the finance company isn’t going to finance me, AFTER I was approved and signed all the required documents (which I still have.) They’re saying I need to bring the car back or give them another $4,000 (which I don’t have) to add to the $7,200 down payment I already made. What can I do about this? This seems 100% illegal to me. I’m willing to fight this tooth and nail if there’s any way possible. Thank you all in advance.