Thanks so much for the replies.
Its been a month now so I can update you guys maybe it'll be useful in the future for someone.
The guy I got the bike from filed an insurance claim which was shot down because they said that signing for the delivery is also acknowledging that the package was ok on the outside. As I did not complain about that on pickup, I cannot get a refund. I will try to contact the insurer and talk to them, but as it seems, they're a bunch of asses and I think making me happy is not their number one priority.
The guy I got the bike from, obviously, has no immediate desire to refund me and said that we can settle this when the insurance claim gets fixed.. which probably means never.
In the mean time, I will go home, build my bike and hope for the best while at the same time I willl continue my fight with the isurerer.
Bottom line, whenever you get a package, make you at least inspect the outside carefully before signing.
Take care,
Tibi