I'm sorry to hear about the issues you've experienced. It looks like the HP LaserJet Pro M404dw is a monochrome laser model. I haven't tested a full bleed print using a monochrome printer, but looking at the manual for this model it is missing some of ideal media type settings I tend to use when printing full bleed labels on plastic film-based label materials. When using my HP Color LaserJet Pro models to print full bleed designs I'm typically selecting a media type such as HP Matte Photo 200g, HP Color Laser Photo Glossy 220g, or Color Laser Transparency. I've experienced excellent print results with photo settings or settings that are specifically designated for films or transparencies when used with our film-based materials.
After looking through the manual for your printer it does seem like you've tried the options available to you that make the most sense. I'd expect the best results with the absolute heaviest media type settings, but without the specialized photo and transparency settings some of the heavier options that we'd normally recommend just aren't available on this model. As you've experienced, I wouldn't expect the lack of these options to affect the printability of the material without a bleed, but printing a bleed beyond the die cut may result in some issues.
Do you have a color laser printer available to you that may have some of these additional media type options? If so, I'd definitely recommend trying to print again using media type settings similar to the ones listed above.
If you decide you are unable to use the material we're happy to assist you with a product return and refund. You can initiate a product return by visiting the link below:
https://www.onlinelabels.com/support/returnsI hope this helps. If you need any additional information please just let us know.