This is a cotter pin:
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Unless they drilled a hole in your axle and installed their own cotter pin your car has no cotter pin and they are lying to you not even bothering to take the rear wheels off to look at the axle.
Shame them if you can, absolutely find a new dealership, they are doing the bare minimum to get you out of their hair. These are the kind of places that dust off your oil filter and say they replaced it.
Edit: Easy solution "I didn't know this car had a cotter pin, can you show me? Should be easy 5 minutes of your time to pop one of the rear wheels off point it out and put it back on
"