Worst car dealership ever what should we do?

My boyfriend is in the process of buying a 2004 Lincoln Aviator from a local buy here pay here. We went down last wednesday and put $200 down to hold the vehicle until we got the money back from another dealer that was unable to finance us. Friday came and we put down an additional $1200 and told the salesman that when everything went through we would be back to put down the remaining $4800 of the down payment. We went to look at the vehicle on monday took it for another test drive and realized the volume on the stereo was broken, so that needed to be fixed. When we got back to the dealership they took the sale stickers off and parked in behind the garage for it to be fixed. Now its thursday and we were told we could pick the vehicle up since we had our insurance company fax over the proof of insurance and we get there and the truck is parked back out in front with the sale sticker on it. The man who was selling us the vehicle was at the DMV getting our plates and the other guy there told us that he was loosing business not having it out there since we didnt own it yet. But the vehicle is on OUR insurance!!!!!!!! so if they let someone test drive it and they get into an accident that would fall against us???? Needless to say they moved it in the back and claim no one has driven it but now they are saying they dont know if they can get the inspection today so we might not be able to pick it up till tomorrow??? My boyfriend took the day off of work to get everything taken care of today and now they are pulling this b.s. we havnt given them the remaining $4800 yet and wont until we're driving away in the vehicle, but i really just want to take the money and run since they are doing it but there are NO other vehicles like this around here especially with as low of miles and as good of a warranty as this one...any advice?? i mean isnt this illegal for them to be showing a vehicle thats on our insurance???