Should I return it to canon or the the dealer (B&H) since I received this lens with the 5D Mark III less than a month ago ?
I'd start by calling B&H to see if they'll just swap out the lens for you. Else, you'll need to contact Canon Service.
Looks like decentering to me, swap it out if possible, or send to Canon, but do it!
I sent my copy yesterday. I'll keep you posted when it comes back to see if it gets any better.
5D Mark III, 24-105L, 135L, 85 1.8, Sigma 70-300 f4-5.6