It's very annoying isn't it, when you thought you had a male hamster. I don't think Pets at Home sell the Alaska - which isn't available new these days - so no chance of a cage refund. You could possibly complain and get a refund for the cost of the hamster, but that wouldn't be very much!
You've had lots of options on here so time to think things through a bit
Cages and tanks both have their pros and cons I think. So it might come down to what you prefer and what you can get.
Cages are limited by the amount of bedding depth unless you put something inside the bars, but there are various ways to achieve that without buying perspex panels, so it doesn't have to be too expensive. I had cardboard originally and then got perspex panels later, so I didn't have to buy everything at once - but I think they were a good investment because they can be used again in future and will last a long time.
Cardboard inside the bars probably wouldn't work very well for her though as she could just chew it off! Chill n chew mats might work better. Perspex panels are great - but it does add to the cost.
But really it is about more space in the cage - especially at night. I do think the bar chewing is when they want to get out. Other times it's for attention, if they have just been out for example. But ultimately it's because they don't have enough space for a suitable environment in the cage.