Who do I ask for a refund?

So I brought pretentious game from gmg and it turns out there is an issue with the game where it won't even download any of the files and will not launch. The devs have known about this since release and havn't done anything about it.
Since i brought it from gmg do i ask for a refund from them or do i ask for a refund from steam? That is if anyone would even give me a refund!