Desperately need advice on a yo yo scam used csr dral2

Ibwas approved for a vehicle on March 4th, gave them down payment signed all paperwork put insurance in my name shookhands, gave me the keys and left. After 5 days was called to say financing did not go tgrough. Lastnight attempted to add cosignir ir cobuyer. Waams texted by geberal manager that we had financing if we brought additional paperwork. Which we did. After piddling around and walking out several times the finance guy came bsck in and said we couldn't get financed due to cosignir's check stubs being handwritten. We had also brought verification letter fron cobuyurs employer. Long story short. They would not let us leave in vehicle registered and insured in my name, could not return our down payment bc the employee who handles this was gone for day and we had to walk the five miles home in the dark. I need advice. Should we have left the csr there?