[mothered]

since they offer people a full refund even if used

Is this clearly stated In their terms?

Also, Is a refund Issued on the grounds the Item be returned?

I could say that the pillow arrived used / with blood on it?
I won’t be able to ship it back because it’s biological waste and I’m going to dispose of it ASAP.

The blood method tends to work quite well under the circumstances, particularly If you add "health & safety" as the reason for Its disposal.

Be sure their carrier does not transport hazardous/dangerous goods and the like.