I have recently purchased two items from a dance Vendor - an affiliate of the creator. What can I do

[Rolig Loon]

I assume you bought the dances in world, not in Marketplace.  If so, there's not much more you can do.  I'm not sure why the merchant would tell you to contact the creator, since the creator had nothing to do with selling or delivering the product.  That's the merchant's responsibility.  If you have provided the merchant with all details of the transaction, copied from your Transaction History, it should be easy to verify that you paid for the dances.  If you refused delivery by failing to click the Keep button (or if you were in Busy mode at the time, so that delivery was automatically refused), the merchant would have no way to verify that you didn't get what you paid for.  Many merchants will still refund or redeliver a product under those circumstances, unless the purchase had copy permission, but merchants are not required to do that.  In any case, the merchant is probably not a crook, but you are probably out the purchase price.  Linden Lab will not become involved in a disagreement between residents unless there is evidence of a TOS violation.

If I am wrong, and you made the purchase through Marketplace, Linden Lab is responsible for the delivery. If the merchant refuses to offer a refund, you may submit a support case to ask Linden Lab for one.  Use the category Marketplace >>> Failed Marketplace Delivery.

[Rolig Loon]

I assume you bought the dances in world, not in Marketplace.  If so, there's not much more you can do.  I'm not sure why the merchant would tell you to contact the creator, since the creator had nothing to do with selling or delivering the product.  That's the merchant's responsibility.  If you have provided the merchant with all details of the transaction, copied from your Transaction History, it should be easy to verify that you paid for the dances.  If you refused delivery by failing to click the Keep button (or if you were in Busy mode at the time, so that delivery was automatically refused), the merchant would have no way to verify that you didn't get what you paid for.  Many merchants will still refund or redeliver a product under those circumstances, unless the purchase had copy permission, but merchants are not required to do that.  In any case, the merchant is probably not a crook, but you are probably out the purchase price.  Linden Lab will not become involved in a disagreement between residents unless there is evidence of a TOS violation.

If I am wrong, and you made the purchase through Marketplace, Linden Lab is responsible for the delivery. If the merchant refuses to offer a refund, you may submit a support case to ask Linden Lab for one.  Use the category Marketplace >>> Failed Marketplace Delivery.

[Lindal Kidd]

I disagree somewhat with Rolig.  Most affiliate vendors are only providing a bit of land for the creator's vendors, in return for a share of the sales.  In that case, the creator is the one responsible for making sure her vendors are working properly.  To check, go to the place you bought the dances, right click the vendor, and choose Object Profile (or More/More/Inspect if you are using the Firestorm viewer.)  The vendor will probably show the affiliate seller as the "owner".  Look for the "previous owner."  If that is the dance creator, then you should indeed contact the dance creator.

If you are unable to contact the creator, you are indeed probably out of luck.  You should at least let the affiliate seller know that the vendors are not working correctly.  If they are honest, they will at least delete the vendors instead of continuing to display faulty product vendors.  If they are kind as well as honest, they will refund their share of your purchase money.  However, you cannot count on getting ANY refund.  The prevalent rule in Second Life is caveat emptor, "let the buyer beware."

[Whirly Fizzle]

You may want to take a look at https://community.secondlife.com/t5/General-Discussion-Forum/vendor-not-give-item/m-p/3018303