First, make sure you have the latest version of the app that is compatible with your device. You can get it via Google Play Store or via APKMirror. You need ADB to install APKs.
Usually, when you want to set an app as default, you need to clear the previous defaults.
Settings / Apps / Phone / Open by default / Clear defaults
You can also
DISABLE +
FORCE STOP +
CLEAR DATA
the unwanted app to make it easier to change the default behaviour.
Then, normally, in Settings / Apps / Configure apps / Phone app, you should be able to select your desired phone app.
If this doesn't work, then you need a custom Android.
Do you have z3, z3c, z3dual, scorpion or scorpion_windy?
Either way, you should get CyanogenMod and OpenGApps, then install them using ADB. This will allow you to do way more than just changing the default phone app.
I know this isn't the place for personal opinions, but here's mine : Refund that and get back your Nexus 5.