Zivame — exchange/refund

I ordered 2 sports- activewears [Top and bottom] from Zivame after a 1.5-year gap. Prior to which I was regular user with Zivame.
Product delivered were not proper fit, hence I raised exchange request for both the products and kept it as is. Delivery guy came after 2 days without prior intimation or message or call. NO update over email as well about pickup.
I kept product with watchman, as delivered product was package of two, I kept it for exchange as is. Now Delivery guy delivered just one product and took both the products.

Once I learned this from watchman after my office, I called them other day morning as their customer support ends at 6pm. I provided all the details and they promised to help.
Same day I got email saying, as customer have sent extra product, customer will have to wait 15-20 days to get the refund. They completely removed the part which mentions their delivery guy intentionally took the extra product.

Then other day, delivery guy came with second product and denied delivering because I don’t have exchange for it. Which I won’t as delivery guy took both. Again, I called customer service and they said they never received extra product and that now I will not get any refund.
Seeing this unprofessional behavior, I decided to return the delivered product which is valid per return/exchange policy. But they started saying its non-returnable.

This is very annoying, and they are pretty much doing fraud- Zivame and delivery partners [Delhivery] both should be banned.