Similar experience here. Ordered from The Armoury (paid duties), returned said items. Applied for the refund - a good 3-4 months later it is denied.I tried to get duty/taxes on a pair of incorrectly sized EG that I returned. Had to mail the receipt, shipping documents and everything, 4 months later they mailed me back saying they refused the duty/tax refund saying I had insufficient proof. It's pure BS & money grab.
What happens is DHL (or whoever the carrier is) acts as your broker, so DHL is the one who should be submitting the refund on your behalf and afterwards remitting the funds back to you.. now good luck calling DHL explaining this to them. After numerous calls and letters I gave up.
The agent at CBSA did admit this is known issue but no one cares to rectify it.
Your best bet is honestly absolutely ensuring what you order you don’t expect to return.