I think I might be the person who sold this gearbox to you on Ebay last year. If so, then I can assure you it does all assemble correctly! When I got it, it worked fine, and when I reassembled it (as I recall) it all meshed quite nicely. I sold it because I had purchased a complete bike which meant I then had a total of 3 gearboxes on hand!
I think you may want to check the detent is engaging correctly with the 4th gear notch on the selector shaft. That can be a bit of a fiddly thing to do. You may also want to make sure you follow the other comments here, as I would have suggested the exact same things. I don't actually recall if I replaced the large output bearing on this box. I think I did - but in any case it should be checked to make sure it is properly seated.
If you're not happy with this gearbox then by all means send it back for a refund.