Be patient for a response from Gigabyte, they in the best position to offer assistance with compatibility.
When I dealt with MSI for an issue, they took about 1 week to respond (and their response was pitiful...basically saying "yes it's normal, do not worry", I WOULDN'T BE CONTACTING THEM IF I WASN'T WORRIED AND TO SAY 'DON'T WORRY' JUST PISSED ME OFF EVEN MORE!).
In contrast, I contacted AMD, they responded within 24hours, I believe, and the guy was AMAZING, extremely detailed response, we had numerous back&forth emails discussing different options.
Maybe contact AMD as well? Raise a ticket for support? You will most likely get a response faster than Gigabyte...I would highly recommend this, quick email with specs and simple question, you will be pleasantly surprised with their level of After-Sales service. (Speaking from personal experience).
Otherwise, yes, sending it back for a refund may be an option, did you buy it online? Is there a returns policy for the place/website of purchase? (you can always argue it's faulty and demand a refund, depending on the legislation in your country; however that is sneaky).
Take a few minutes to contact AMD for compatibility with that motherboard, it is their architecture/design so they have a responsibility to confirm compatibility and advise if it is not compatible, they can assist, if not wait for Gigabyte's response.