They replaced one of their mortisers for me several years back. Similarly annoying, having to box it up, etc., so I do understand. All the parts on that are cast steel (or iron) and heavy, and the polystyrene packing had got a bit broken up by the time it first arrived. This I explained to them, and they weren't fussed about it - something along the lines of "just do the best you can".
But I also remember they were very keen to find out exactly what the fault was (they do test their returns carefully). They have a buying team permanently based in China, and I think one of their remits is quality issues and similar feedback. IIRC mine had a motor issue, and I'm guessing it's what's wrong with your extractor too - Axy were dead keen to get a solid root cause analysis, because these things have the potential to be expensive, as issues like varnish failures tend to go with production batches. For an importer that can be really expensive, never mind loss of customer satisfaction.
That's one reason they want it back as originally packed (or as near as possible) - it won't or shouldn't get further damaged coming back to them, and the return trip shouldn't introduce new faults to complicate the analysis (and if it actually got damaged during the original delivery process, that too can be identified - the broken polystyrene is itself informative*).
You mentioned their High Wycombe store - can you get to that easily? They might accept it there instead - worth a phone call, perhaps?
E.
*Years ago I helped nail a slapdash shipping agent in California who was costing my company (in the UK) tens of thousands of dollars monthly. It turned out they had very lazy forklift operators at their warehouse, who couldn't be bothered to pick up palletized product correctly. It was for airfreight and vulnerable to vibration, so was packed in large boxes with shock absorbing materials round the equipment in the middle. They thought it was cool to spear this with a fork, with obvious consequences and really angry customers (the things cost a lot more than a dust extractor!). Incredible, literally, until by chance I was in the right place at the right moment (with a camera) and brought back photographs, and our purchasing and legal teams had the evidence they needed. I think it was settled out of court
So even damaged packaging can be helpful!