Usually, when you want to set an app as default, you need to clear the previous defaults.

[Settings](https://i.sstatic.net/hhzeR.png) /
[Apps](https://i.sstatic.net/0b1qD.png) /
[Phone](https://i.sstatic.net/xzjER.png) /
[Open by default](https://i.sstatic.net/WBKrI.png) /
[Clear defaults](https://i.sstatic.net/WBKrI.png)

You can also [`DISABLE`](https://i.sstatic.net/eo8h1.png) + [`FORCE STOP`](https://i.sstatic.net/eo8h1.png) + [`CLEAR DATA`](https://i.sstatic.net/WH2kl.png) the unwanted app to make it easier to change the default behaviour.

Then, normally, in
[Settings](https://i.sstatic.net/hhzeR.png) /
[Apps](https://i.sstatic.net/0b1qD.png) /
[Configure apps](https://i.sstatic.net/4jRnG.png) /
[Phone app](https://i.sstatic.net/eo8h1.png), you should be able to select your desired phone app.

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Do you have [z3](https://download.cyanogenmod.org/?device=z3), [z3c](https://download.cyanogenmod.org/?device=z3c), [z3dual](https://download.cyanogenmod.org/?device=z3dual), [scorpion](https://download.cyanogenmod.org/?device=scorpion) or [scorpion_windy](https://download.cyanogenmod.org/?device=scorpion_windy)?

Either way, you should get [CyanogenMod](https://download.cyanogenmod.org/) and [OpenGApps](http://opengapps.org/), then install them using [ADB](https://developer.android.com/studio/index.html#downloads). This will allow you to do way more than just changing the default phone app.

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I know this isn't the place for personal opinions, but here's mine : Refund that and get back your Nexus 5.