Complaint Review: Texas Direct Auto

Texas Direct Auto should be investigated by the attorney general for the way they conduct business I think.
Here is my experience:  I saw a car on line that I liked and put a bid on it.  It was short of their "reserve" price so the sales rep called me and gave me a lower price.  It was still high but the car looked to have premium value in terms of mileage and condition so I agreed to the price.  He said he had to have a $500 deposit to hold the car.  I said OK again and explained that I would be financing the car and wanted a low payment and would pay $2000 down.  He said OK and asked me to fill out their on line credit app which I did.  I also explained the car was for my wife and she was out of town and we could only pick up the car in a week.  Also OK.  Arrived 7 days later with cash in hand and then the finance guy tells me they cannot finance the car as long as I wanted for the low payments.  I said that stops the deal.  He makes a few calls and then we have the extended financing but the interest rate jumps to almost 7%.  I said no to this. He then prints out a list of charges so I can go to my bank and get the loan done and guess what.  There is a $595 charge for "Gov. Fees+ Gap Ins".  So I asked what this was.  The salesman didn't know.  So I said take it off.  They said OK.
The next day I decided to give up on this car and buy a newer one from them in order to make it easy for the extended financing.  They felt they had me I guess because they made the price very high.  I gave up and said I want my deposit back.  Salesman Alex Rodas reply:  "We don't refund deposits." The deposit was to hold the car with the deal I expected.  I didn't get a car or a deal and they want to keep my money. So I am disputing with the credit card company.  Will probably end up in small claims.  Don't give these guys a deposit.