Hi Sneezz, I'm sorry to hear about your problem!
I don't have many pieces of jewelry but what I do have are Platinum. Even my oldest pieces never tarnished like that!! As far as I know Platinum are not supposed to tarnish. That's is why I pick that over gold, b/c it's a harder metal, low maintenance and hold up better over time. I am very hard on my stuff so I don't want to have to worry about my stone becoming lose!
I do not feel that you are being anal. You paid for Platinum which is more expensive then gold. You didn't pay for Platinum PLATED!! At this point how do you know for sure if the settings are platinum or platinum plated as well? I would return them period, b/c now I don't trust them.