First, I will say that whatever you choose to do has to be your decision. Only you know what you are comfortable with. That being said, I would give Felix more time to be comfortable in his new home and with you, before even trying to introduce him to Gus. He is probably feeling very defensive and unsafe, and would thus be pretty unlikely to accept an unfamiliar chinchilla in his environment. I would give him time to get accustomed to his own cage, to you, and to the routine in your household. Only once he seems comfortable with all of those things, letting you touch him, and generally behaving in a relaxed manner, would I recommend trying the introduction of the two boys together. I think you will probably see better results with this approach. That process will take longer than 14 days, which means you could not return him. However, there are no guarantees that any two chinchillas will accept each other, ever. If that happens, you would have to keep them separated for life. So you have to decide, given those options, whether to keep Felix or try another chin.
If you decide to give Felix another shot, you could try some of the following methods to start Gus and Felix getting used to each other, that don't require a direct interaction between them. Shared dust baths are a good way to get them to smell alike. Allow one to bathe in dust and then give the same dust to the other to bathe in, then back to the first. This way they get both of their smells on each other. Also, every few days, switch them into each other's cages. They will get accustomed to having each other's smells in their living environment. And, of course, keep the cages close to each other, but at least 3 inches apart. That will give them the ability to see, hear, and smell each other, but not fight. When you get to actually introducing them face-to-face, keep in mind that a certain amount of conflict is normal. They have to determine who is going to be in charge. Chasing and mounting each other, and certain amount of lost fur is to be expected. They may even pee at each other. As long as they are not standing on their hind legs chattering their teeth, or drawing blood with their bites, then they are ok. But keep a very close eye during these situations, as they can cross the line from normal to a problem very quickly, and if that happens, you need to be ready to separate them.
As far as a female goes, if you are not ready to breed I would definitely NOT recommend getting a female. Breeding is a HUGE responsibility and should not be undertaken unless you are fully prepared to make the time, financial, and emotional commitments required. There is the option of having Gus neutered and hosuing him with a female, but I never recommend surgery on a chinchilla unless it is absolutely necessary. And again, even with a female, there is no guarantee that they would get along.