Verified answer

I've returned makeup at Sephora before. For example, there was this one holiday palette that had pretty, glittery eye shadows in it that looked great when I swatched them on my hand. After I bought it, I went home and tried them on my eyes only to find out that the glitter was just too much -- there was glitter on my contacts, all over my face -- it was a nightmare haha Anyway, I just brought it back to Sephora with my receipt and said I wasn't satisfied with the product. They ask you if you've used the makeup so that they don't re-sell used makeup (my guess is that it'll probably end up as a tester or returned to the manufacturer). If you don't have the receipt, they will probably just give you store credit.

Either way, there's no harm in going to Sephora and asking them for a refund. :)

By the way, I don't see anything on that link provided above to Sephora's Return Policy that says they won't accept returns of used makeup. It only says you have 60 days to return it with receipt to get a full refund; otherwise, you'll get some form of store credit.