Same thing happened to me when I got headers for my 2011 V6 mustang. Seems like BBK definitely has some quality control issues with their headers or they were damaged during shipping. Anyways I opted for a replacement. Its your call though if you are confident you can fix it go for a refund. I did the install myself and didn't have the tools to fix it so that is why I returned them for a new set.
2014 Mustang GT 6R80, Procharger Stage 2 D1SC, BBK 85mm TB, Boss IM, Sai Li fuel system. Circle D 3C, 1-7/8" Kooks Long Tubes w/Offroad X Pipe, Lethal Over-Axle Pipes, Corsa Quad Axle-Back, Eibach Pro System Plus, BMR K member, Shaftmasters DS, Forgestar CF-5 Wheels and Nitto NT05 tires. Lund Tuned
Lots of suspension goodies and some other stuff I can't remember.