Also, there are way too many unanswered questions:
What exactly did your agent/broker not do until the last minute?
How do you know the seller doesn't want to work with you anymore?
What does your contract say about the Close of Escrow date, Cure Period Notices, etc.?
Have you and your agent/broker tried coming up with solutions to the problems that might be agreeable to the seller?
BTW, you can can sue anyone at anytime but you'll need to retain an attorney and that's going to cost a couple bucks.
You should also know there is no automatic cancellation in the standard Arizona Residential Purchase Contract, which is what your agent should have used when making an offer on your behalf. The seller must do a "cure notice" that gives you three days to fix whatever the problem may be. See Section 7a of the contract. It is only after that time period has passed can title then cancel the contract. Even after a cure notice is delivered and the time period is past, most title companies still require mutual cancellation instructions signed by the seller and the buyer. So your deal may not be as dead as you think. Get your agent and/or his broker on the phone and find out. You can also call the title company to see if the seller has delivered a cure notice. If no cure notice has been delivered, the seller is still in the deal and you have some time to get missing items together.
I hope this helps and you can save your transaction.