Key I won is not working

If you take another key, you could get banned for not activating the gift you won. It's best to insist on getting the key for the giveaway or mark as not received.

Accepting the wrong game and marking received will cause you way more trouble than if you just mark it not received

mark it not received

If you want to be nice, post in the giveaway you agree to the giveaway deletion. This way, if the giveaway creator asks support to delete it, they will agree. (And mark as not received ofc.)

If he will argue with you just inform him that according to rules he have 7 days to provide you a working steam key or you will mark his GA as not received. End of story. I had situation similar to this one but after explaining the rules, creator bought me key for game that I have won, so let's assume you will have happy ending too :)