Yes, I would return it and get my money back, barring that throw it in the water. I am new to this coin collecting thing, but I would not take a coin out of any foreign country if David Sear himself authenticated it. An expert here just said major fine if not bought by proper dealer. Walk away. The laws alone are enough to get me nervous about the whole exporting business. I have been told you can't even take coins out of Italy if they cannot be proven to have been out of the country by a certain year. I for one would not want to deal with the Italian Justice System. I'll take the Roman one over that!
Also, and I confess I am being very critical here; also a novice myself. What possesses anyone with minimal knowledge of coins to buy $300 coins from alleged "reputable dealers". I am sure it was with the best of intentions. That said, it seems like buying lottery tickets would make more sense.