I might not know much more but I do know they are such a bother. Would cornstarch or talc-free powder behind your knee help?
Yes, I would return those. Any small sore behind your knee could become a large sore later or even get infected. They should stop two fingers below your knee and not cause a red mark. Most of the compression should be around your ankles. It seems that they are too tight on your legs higher up. Could you measure and then buy a different brand accordingly?
Since stockings can be difficult, I found that electronic compression cuffs are much easier to put on, more comfortable to wear and they gave better results. They are soft rechargeable-battery cuffs that squeeze your ankles every few minutes and are adjustable to any size, just like a blood-pressure sleeve.
I wish you well !