It would be the right thing to do that you at least send them them an email explaining what happened. Most likely they will tell you to enjoy, not send them back. Just be honest.
That's about all you can do. I'm sure they won't want them sent back. That would put you in legal jeopardy, besides what's their value to the bank, a few pennies or dollars? Better ROI for them for the good will it generate if you keep them.
Its obvious they got caught up in the post somewhere...Not the suppliers fault. Do you really think they sent out an order 3 months after it was made? Also, sending a reship and then sending the original Rightio, that makes sense.
OP, they did the right thing by you by sending out your reship, so you should do the right thing back. As stated, they will prob just tell you to keep them anyway and you will feel much better about being honest.