$4000 is the average price for a good set of forged rims, three piece or otherwise, nothing special there.
Most of us are going to tell you to stick with the Works because they are known, high quality rims. Personally, I don't think that you will have a problem with the rims paired with the correct sized hub rings. However, you seem to have grown a distrust over rims that need rings, so you might as well get a refund and buy a set that will make you happy. Of course, if the deposit is not also refundable, I would go through with the purchase.
My deposit was 25%. There's no way in hell I would just donate that to someone.
If you do decide to keep the rims, you should press your vendor for a discount / partial refund because the product delivered is not the product that was promised. Sadly, the mistake was made over the phone, so you are at their mercy.
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