One more thing, FYI, it might help other people. My WD Red was purchased in August, so of course Amazon did not accept the return. I called then WD, and explained them the whole story, that I'm using Truenas and WD Red is not compatible. I even sent them the WD Blog article that
@Davvo sent. The case was escalated to the second level, I provided them with screenshots of the errors, and I asked if they can send me a Red Plus instead of the WD Red.
They said they can do that, but I should open an advanced warranty return case which will cost me 25$ non-refundable.
I paid that, and they shipped the Red Plus to me prior to return the old drive. Obviously then I should return the WD Red.
If other people are in my situation and their drive is still under warranty, this is a way around