[mothered]

They asked me to return it but their policy is not-returnable item.

What do you mean by this?

Well, they said this when they opened the investigation:

and this is what they said on my 3rd reply as they could not open the file again.

They're contradictory as per their following statement.

According to our return policy this Item cannot be returned

You can, however, return the Item by using our Online Returns Center

It either can or cannot be returned- It (obviously) can't be both. Go through their terms and clarify all the above.