Me, I'd be throttling the service manager. Metaphorically of course. The supposed experts of a main dealer have rebuilt your gearbox, at some expense to you and you have selection problems.
Go back but put your concerns in writing and give to them so if in the future you have to take further action it shows you had problems from this time.
Basically, the gearbox isn't working if you have selection problems.

 

I had a similar problem with 5th Gear on my 2002 sti, there is a mod / upgrade for this gearbox so I am told, I had mine done under warranty from the garage that sold the car, I also had the clutch and flywheel changed at the same time to avoid labour costs, there is a company called SVA imports in dover kent that will sort it out for around £800 + vat or a company called futurautos in folkestone, that can source you a low milage unit.
As far as I am aware the nut coming loose did not affect this year of gearbox.