Thanks for the input!
MGlitch, I followed your advice on the site, but that did not in and of itself help, unfortunately.
I did get it to work though!
I logged out of my account on the device, used VPN on my computer, and set up the device through the computer connection (rather than wifi) and it worked! This makes me think that where you buy the device may not actually matter (PeterT's point perhaps), which is helpful for future reference.