BPs will often refuse to eat while in shed. Not a big deal...just wait til the next regular feeding day and try again.
As for what to do with the mouse...you have three viable options: Euthanize it and then freeze it for later use. (If you have an animal that would eat a f/t mouse).....find it a suitable enclosure and keep it fed, watered, and happy for a week, then use it again for feeding next week......or, take it back to the store you bought it from and see if they'll take it back. Some will and some won't.