Yes and no.
I believe that, within the Canon EOS system, any brand of teleconverter should work with any brand of [compatible] lens. For example I've used Canon teleconverters with Sigma lenses, though not the other way round.
But the key word there is "compatible". Most lenses are not compatible with teleconverters. The reason is basically that the teleconverter would degrade the image so much that you'd be better off without it. As a general rule the only lenses which are going to be compatible with teleconverters are telephoto primes (say 100mm or longer), a few professional quality telephoto zooms (eg 70-200mm f/2.8), and some shorter specialised lenses such as macros and tilt-shifts.
Canon (and, I think, Sigma) enforce compatibility by putting protruding front elements on teleconverters and recessed rear elements on compatible lenses. If the lens isn't compatible, the teleconverter won't physically fit - as you've discovered. There are some third-party teleconverters (eg Kenko) which don't have protruding front elements and therefore will fit any lens. But there's no point, because if the lens manufacturer hasn't intended it to be compatible then you'd be better off without the teleconverter.
So you may or may not have bought the wrong teleconverter, but you've definitely bought the wrong lenses to use with a teleconverter.