He's a dog...it happens. Take him back and find another match for your family. Or give him some more time, he's probably had a rough life.
If he's having behavioral issues, bring him back to the shelter and explain the situation. They likely wont be able to give you a refund, but you should be able to apply his adoption fee to another pooch that is a bit more chilled out.
Yes, they will take him back. They have a behavioral team there that works with all the animals.
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