If the OP bought the shed in good faith with Home Depot’s assurance that the door was a certain size, and the door actually was not that size, that’s on Home Depot. I would have checked myself beforehand just to be sure, but that doesn’t change the fact that somebody at Home Depot sold the shed under false pretenses.
It could also be a manufacturer issue. They are still civilly liable to make it right (if legal push came to shove) but what kind of headache does one want to undergo.
The OP could ask what they do with defective merchandise. If the answer is, to send it back to the manufacturer, then the ethical answer would be simple enough. Break it down in whatever way comes short of a wrecking ball, box it back up, and take it back. Put a note on a large piece of paper on the box indicating the difficulty i.e. “Door measurement only X when it should be Y.”