Associate refused return of an online order

Went today to neighbourhood store to return pair of jeans/tees (nothing fancy - Wrangler / Athletic works) and the associate was saying it is going to claims(?) in their system and it can take months(!) for refund so do it in a supercenter or fedex. Never had this experience before so unsure of next step - should I try another person later or goto another Walmart or just do FedEx at this point