Yeah you're kinda stuck when it comes to refunds. If you send some photos of the damage he might find some kindness in his heart and refund a little but usually when things are bought off a classified listing it's as-is. Hard thing is you don't know the condition until it's running on a vehicle.
First off, the AEM FIC 6 is discontinued, has been for years. If you do happen to find a universal one (Honda ones are most common on the used market) it's a lot more wiring and work to set up. Something like 20 wires to splice in. But the control it gives is better than the Split Second URD module which only has 5-6 wires if I recall. As far as the ECU year goes, anything 97 or newer is good. My 98 fights the tune like all other old Toyotas though. 99+ California spec or 01+ Federal are best to tune with the A/F ratio sensor but can be done with a narrowband like mine. Just a bit harder.
Closed loop is a tricky beast on a Toyota. You'll see my fights with it on my build thread until I got the O2 sensor skew right. I think URD sells a MAF tuner which does the same thing but MAF tuning a Toyota is hard, O2 sensor voltage skewing is so much simpler and easy. You just can't tune open loop wide open throttle with O2 as the ECU ignores the O2 signal at that point so you'll also have to tune the injectors (or 7th injector). I would ask URD if their Split Second unit does O2 sensor tuning as if it does, that would be all you need.
You're right in that you can't get Air/Fuel Ratios (AFRs) from the Toyota ECU. A wideband sensor like the UEGO sensor is mandatory for tuning. I don't trust the signal that comes from the Toyota narrowband or wideband for something as critical as engine tuning.
If you can get closed loop tuning right, there's loads of power to be made. I rarely ever drive in open loop, like 99% is closed loop so I'd rather make power there. Same goes for tuning the power curve, much better to have the power in the 3000-4000 RPM range where you'll use it than redline power that looks pretty on a dyno sheet.