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You will need to contact Buds on "Live Chat" (Blue button bottom right) or call (Best) at (859) 368-0371 (available 9AM to 9PM EST Monday through Friday). They take care of your situation (A refund or re-ship to another FFL near you). I always inform my FFL of any transfers so there are no surprises. This seems pretty shady of your FFL in my opinion.
Can't contact Buds until Tuesday now because of Mondays holiday. But they will explain why if your FFL didn't already. Next you will be offered a legal exchange or full refund. Buds number is 1-859-368-0371, press number 2 if TB member, or number 3 to speak with a representative. You can call up to 9pm but this department leaves by 5pm. So call early as possible. (After 9am EST).