Costco definitely does have a national database where they can see that you have trialed and returned HAs.
After I trialed and returned two pairs I was told they could not help me and I should go to a private audi. I had to beg them to let me have a short trial with a third pair. I returned those also, so I don’t imagine Costco will ever sell me another pair again.
Costco’s sales model is designed to get customers in, sell them a pair of HAs, have them back in for one or maybe two more adjustments, and then on to the next customer. This works well for most people, but serving a challenging patient quickly becomes unprofitable for Costco.
I’d suggest being very nice and friendly to your Costco audi. They do have some discretion, but their default seems to be to cut you off forever after you return two pairs.