The warhammerdirect.com website is up. Here is some info from their "Shipping and Returns" page:
We stay busy and work hard, but we want to get back to you as soon as possible. We usually communicate by email to you. So wen you communicate with us, please provide us with your email address, your order number, and a phone number where we can always reach you.
Any order may be canceled at any time if the order has not been shipped. Payment will be refunded or you may request a store credit. If an order has been shipped, please refer to the return policy.
We accept returns on most of our merchandise for store credit. If you wish to return an item, please contact us at firstname.lastname@example.org within 14 days of the invoice date. If you receive an order but decide not to keep it within 14 days of your receipt and there is nothing wrong with the shipment, you may return it to us but you must pay for the return shipping plus the original shipping charge plus a 20% restocking fee."
You waited too long. You needed to do things within 14 days. They say "You must contact us within 14 days of receiving your order if you wish to return any items." It's too late to return the items or cancel the order after three weeks.