No depth data.

Hello,
Sorry but you have to be careful weather you are buying printable models. There is special section on this site for print-ready models. Or if you are buying model which is not in print-ready format (STL) you must ask seller BEFORE buying weather there is possibility to get printable files. https://joinkbcgame.com

Not sure what you think by "depth data" but i guess it's not even relevant at this point.
What you need is 3D object MADE FOR 3D PRINTING. There are many types of 3D objects but, if you want to print it, it must be made by specific standards. Standard output format for 3D printing is *.STL file. However, you can't just open BLEND or FBX or OBJ, save it as STL and expect it to be prinable. Model must be modeled for that purpose. In many cases it's better / easier to model the object from scratch than to repair non-printable model.
As I see, you bought model which is not STL and it doesn't even claim to be printable. Then you gave a guy negative review for your own mistake and that is not cool. $24.50 seems like fair price to learn something new :)
Anyhow... If you want to achieve your goal, you need to hire someone to model this gun for 3D printing.
You can't just "add depth" and call it a day.

Interesting discussion!
However my real question is that now i have this 2 files without depth data, but my son is asking me the toy he look at in the 3d model.
Is there a way to generate thoose depth data, other than asking to the seller?
I'm not an expert in this field of 3d models, but i'm a developer and i can figure out that if a model has been created as a 3d shape, there should be an algorithm or a tool that can infer or set the depth data from the model itself, maybe setting one or more sizes manually.
So, what can i do to achieve my goal?

Ones a buyer boght my model for printing that was not created for printing. Naturally they had problems. They asked for refund. Cgtrader contacted me and asked if i will grant the refund. If nothing changed seller might or might not agree with a refund.

Sorry but you have to be careful wheather you are buying printable models.
There is special section on this site for print-ready models.
Or if you are buying model which is not in print-ready format (STL) you must ask seller BEFORE buying wheather there is possibilty to get printable files.

Contact seller and ask him/her to provide error free 3d printable model, if that isn't posible contact support via green help button on the right of the screen and ask for refund.

My Ouija board tells me that without links to those models, screenshots, or any sort of technical information that the answer is yes or no. So how can you do?