You can change the rechargeable battery without Costco’s help. Ask them for a pin tool to change the receivers. They will usually give that to you or perhaps you already have one. That pin tool can open the rechargeable battery door on the Philips. There are numerous posts about this, mostly for Oticon aids which use a similar design, e.g.,
I wonder whether Costco has a policy to not open up hearing aids in-store. I’ve seen some not so great ideas applied in an effort to help me and I could see them not wanting to be responsible for breaking the aids versus other parts. Costco also can’t order all parts, e.g., Grip Tips. Z22A batteries are possibly also not an item they can order.
You might try calling to get prices from some local audiologists as some have good pricing on the batteries and might pop it in for free as it takes very little time.