Amazon - Pick up agent not updated the status of item received by him

I had ordered this product under exchange offer. The new product was delivered on time. The pickup was scheduled * hours after the delivery of the new product. When the pickup agent came , He refused to take my old product because of physical damage. He even took away the new product even when we offered to pay the difference amount. I called the customer care on the same day to reschedule the delivery considering I was ready to pay the difference amount but he suggested to place a fresh order. I cancelled the order on the phone. The mistake I did - I did not check on the website whether my order has been cancelled or not. After few days I got an email regarding pick up of the old product. At that moment I realised that my order has not been cancelled. I registered a formal complaint in Amazon. After investigation ,they refused my refund saying the order was delivered to me and no further investigation will be done. Now I'm helpless..
Proof- *.Call recording by system on ** sept for cancellation of product
*. If received by me, Who paid the difference amount of exchange value
*. Attaching message of installation agent as Installation not happened.