Bricked Galaxy S5

I bought a Galaxy S5 from EBAY recently and it transpires that it has a blacklisted EMEI. I have had my money refunded from EBAY but also the phone returned when I tried to send it back to the seller. (I guess he didn’t personally want to know about refunding me).
I wonder if there was anything I could do with the phone now? If I start the phone to go into the screen to flash Odin it seems to be constantly stuck on a ‘downloading – do not disconnect’ screen.
Is there anything I (or you) could do? What sort of cost am I looking at, if there is anything?

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