Can i return my car back to dealership if?

Sorry you guys might recognize some of my post already trying to find a way to get out of this car deal. As things stand right now I purchased a car with a bad transmission. I'm going in today to try to return the car. They have asked me for documents such as proof of where I live (letter from my roommate stating that I live where I do and one of my roommates bills), and proof I have put insurance in their lenders name (which is through house). I have refused giving these docs so they do not have proof where I live or insurance in their name. In doing so can that void the sale? Note I did do it through house.