Re: Bad Replacement spindle...
The pic you included really don't show much of the damage, the seal area isn't even in the pic.
Just a few nicks won't hurt anything so long as they can be smoothed over and the bearings fit fine. If the seal area is damaged, then I'd send them back for sure. I'd complain either way, chances are any legit vendor will just replace them. Be sure to take good pics to send to the vendor.
Some of the spindles I've seen on new axles were pretty rough, so long as the seal area was good, all was always fine.
Most trailer spindles are just plain steel, not hardened or anything these days.
If they were too hard, they'd break vs. bend on impact.
A few brands do surface harden them, but from what I've seen it's no more than a flame hardened surface.