Saks stores and website are different entities. Even if they weren't, I would recommend returning via shipping instead of in person in this case. This is bc it makes the "translation" of everything you and the online agent agreed upon, unnecessary. However, because Saks store service desk don't know what transpired between you and online agent, and most likely, they don't care as they're just rubber stampers, they'll just react to what they've been trained, which is to not take final sale items.
Glad you got your credit, good lesson learned from this experience, even though it's frustrating. That's why consider carefully when those final sale prices look so good. By then, items may have missing parts, some damage, or packed without any finesse. In some ways, I'd rather buy at 1st or even 2nd sale cut then final sale.