If you want to take my advice I think the following: you clearly got a defective device. Get it replaced, however I would evaluate the following: do you have the 4G or 5G version? This is not related to your problem but with the performance of the device. The 4G version has the same processor of the european s20s the 990 which in 2020 was a disappointment and inferior compared to the snapdragon 865 its rival which is mounted on american s20s. However the 5G version of the s20FE has the 865 inside which gives comparable performance to the exynos 2100 (the soc in the s21) and is still the most efficient smartphone chip at the current moment (gives better battery life compared to its successor the snapdragon 888 and the exynos 2100 and exynos 990).
So after that long stuff you should return your device due to it being defective and if you have the 5G version have it replaced with another 5G s20FE but if you have the 4G version it is worth considering spending extra pennies to get the 5G version after returning it.
If I where you I would not make the swap to an s21 or s20 for the reason that the s20 and s21 are the same identical device (with the only difference being the soc between the 2 and the s21 having no sd card slot and no accessories in the box). Also the s20 fe both 4G and 5G have the same identical main sensor as the s20 (and so s21) and have a true optical 3x telephoto lense instead doing digital 3x like it happens on the s20 (and so s21). Performance wise with the s20 fe 5g you will not leave any on the table but get an objectively better device than the standard s20 series. Also the s20FE series has the micro sd card slot which allows you to expand storage and therefore is an overall more long lasting device.
Hope I helped