Can I sue a VA based company here in CA?

You have to sue in the proper jurisdiction. If you are suing to get your money back for the product, you have to sue in the county where the transaction took place. If you want to sue for the broken window, that would probably be the same. Your county court will have a small claims adviser that can help you know the correct jurisdiction.

Have you tried to bring the product to your local Home Depot, if it is something that all the stores carry they might be able to help you out. I'm not sure about sueing a corporation, since a small claims settlement usually has to be against an individual and a board such as the one that controls Home Depot cannot be expected to appear at such a claims court, keeps the system from running in circles, and what creates collective claims.

In all I would take it to a local branch, but as in legal weight, I see this lacking unless you find a number of other people with the same dilemma.

You certainly can sue both. Get a proxy in each state to handle your case.

If they do business in your state then you can sue them there. That's part of the deal they accept in doing business in that state.