That UFO piece you are talking about does come off. I don't own a cyclone but when I checked them out a while back when they first came out I was able to take it off.
Keep checking Trews website consignment section probably the best spot for used gear. Also Audio Services has used equipment just not on as
big a scale as Trew Audio does but still worth giving them.a.call to find out.
Try unscrewing the top and bottom and see what could be floating around. Pretty sure you won't hurt anything by just unscrewing. OTOH if you just got it brand new take it back and request another.