The threat is probably bogus, however I have to say that you have made your claim completely illegitimate by throwing away the bottles.
Once that was done you lost any possible claim to this pharmacy. If I were a business owner I too would have serious doubts about your motives, and have to question your reasoning behind throwing away meds you knew were not correct then asking for a replacement.

I don't mean to sound crass or rude but it'd be like me going into a store and asking for a refund on an item I claimed to have purchased without the item in hand. Understand what I'm getting at?

Goodluck but I think you'd be best to write this whole incident off at this point. At face value I'm not convinced that you're giving us all the facts, but then again I'm not here to judge anyone, just pointing out the obvious.
Colby