Is it possible to return a Microsoft phone in the UK, after buying in the US?

I bought a Lumia 950 whilst in America. I naively assumed there would be a store in the UK but now that I'm home I find that there is not. I would like to return the phone but when I called the UK Microsoft number the guy just said they weren't connected to the physical stores and couldn't help me.

Is my only option to mail it back to America?

Thanks

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