David if it was me I would be on the phone, email, whatever and lodging my complaint now. When I think something is not right with mail order I notify them immediately. Just remember you will be on shaky ground come next summer trying to defend the plant died over the winter because it was dead when you received. I do not care if I purchased a plant for a dollar I expect it to arrive looking good not dead or half dead.
That said looking not so good I would not put it outside in the garden this winter but in a cold protected area. It seems that the hardy cactus do not do well if they do not get cold treatment.
