Unfortunately Diamonds International are known for their strict policies. Morris Gad, the CEO didn't make his fortune so quickly without some serious smallprint.
Have you tried getting the stone appraised? You may find that it is indeed lower quality and this will be your ticket to return it. It seems the only loophole in the contract receipt. There are many registered appraisors around - try www.jewelryjudge.net
to locate one in your area, they have a register of GIA qualified appraisors. Or maybe www.lapigems.com/tanzanite.asp
- they have an "Ask a Gemologist" feature which may of some use before paying for an appraisal.