Car rental company didn't have car we reserved and didn't offer substitution. Said they wouldn't refund. What can I do?

So I booked a car with Sixt a few weeks ago through Expedia. When I reached Nevada, I was told that my car is not available and we could receive another car but would have to pay a lot of additional money for it, so we opted to go with another business in the area and had a great experience with them.

I called Sixt and Expedia and Expedia just got back to me today to tell me that Sixt declined my refund request.

I've been in a similar situation before and was offered a substitution vehicle at no extra cost with another company in Arizona. I would have been more than happy with a substitute vehicle with Sixt as well...

What are my options here?