Sorry to hear you've had so many problems. I hope Sony sent a refurbished unit, not your old one. Sucks that your SD card and stylus are missing.
The hard reset that reformats the memory is a little different. See:
https://wiki.mobileread.com/wiki/Sony...nd_Reset_Guide
If you can get a PSP-compatible charger, as Jon recommended, a lot of things can be fixed with a long mains charge (like 8 hours).