Both have worked for me. Catalog purchases are in their database for your history so any store would be able to see your purchase and process the return. They did change their return policy recently to put a 1 year limit on them, so a call or website question about your purchase might make sure you don't waste a trip to a store.
I assume you can ship it. I would call customer service to see if they will issue a return label for your package that can be printed once you receive it by email
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