There are reasons you'll find the price disparity between what you'll find online or at the parts store versus what a shop will charge you for the same part. (I'll give you an anecdote after I answer this.)
Most non-dealer shops buy there parts as cheap as they can get them. They may have a deal with a parts store to get a discount on parts if they buy their parts exclusively from a certain parts store. They then mark up the part for two reasons. First, obviously, to make money. If they mark the price up by 100% (yes, happens all the time), they make the money. Secondly, when marking up the part, they are ensuring should you bring the "fix" back, they are covered by the return. This gives the shop a little bit of leeway to cover any mistakes or bad parts. I guess they call it "return work" or something to that effect.
For the anecdote:
I was helping diagnose a friend's Windstar (many moons ago, van had a quadzillion miles on it). She had taken the van to a shop to have it looked at and were going to charge her $1800 for the fix. This included two of the three pieces which go into intake manifold, plus a bunch of miscellaneous parts. I went online and did some research as to what might be going on and discovered there was a technical bulletin on the vehicle which said there are eight bolts in the base part of the manifold which have some sort of grommet which seals the lower intake manifold where the bolt sticks through. The grommets on the original bolts put there by Ford would deteriorate and cause a vacuum leak into the intake, causing all kinds of idle issues and lean conditions, etc. The kit to fix this was something like $120. I also looked up the other parts online to discover they were doing just as you said, charging about double the amount for each part. When I went back to the shop to pick up the van and take it home, I asked the mechanic and the service writer the two big questions: 1) Did you realize there was a TSB on this exact problem and the course of action wasn't going to fix it? and 2) Why the huge markup on the parts? To the first they had no answer. To the second was just what I told you above, that they needed to charge the amount to cover return work and the like. In other words, they were just scalping their customers.
Nearly every parts place I have ever dealt with has some type of return policy for parts. If something is broken upon receipt or installation (not due to installer failure) doesn't work, you take it back and get a refund or a replacement. IOW, there's already a warranty on the part. I wouldn't buy one which didn't.
Like I said, the shop is just scalping their customers. I wouldn't go back there.