I wouldn't return that personally. You'll likely end up with one that has similar issues or worse.
I can't comment on the netting without seeing a photo, but is it possible to just trim the loose strands? The inner legs are pretty dark anyway, so it should blend in well.
My unmasked portrait is also a little loose. Firstly, make sure it's securely fitted to the statue, and neither necklace is preventing it from being fully seated in the hole. This happened to me at first so it was incredibly loose, but now it's ok.
My right arm magnet is also a little weak, but it doesn't feel like it's going to fall off, it just doesn't grab as hard as the left ones.
The loose fitting parts are an easy fix with neodymium magnets:
https://magnet.com.au/rare-earth-magnets-neodymium-discs.html
Get the disc type. These come in a variety of thicknesses and diamter. Just get a very thin one in the right diameter for your parts (head sculpt or arm), and simply place it between both parts. No gluing necessary as it's a magnet, will stick to both parts as it is. They are quite strong and should solve your issue for only a few bucks.
The link is an Australian website, but I was just using that as an example to show you what to get. Just get what you need from a US supplier or eBay if you're from the US.
Alternatively, for the headsculpts, if they are loose because the key is too small for the hole, just wrap some electrical tape around the peg to create a tighter fit.
