When buying a home, is it possible to recover costs incurred if you never close?

Those expenses are yours, and you are not entitled to any refund from the sellers because the inspections turned up information with which you didn't agree. Frankly, you should have been observing each report as it came in, starting with the home inspection. As soon as you discovered issues with which you could not live, the other inspections (as well as the appraisal) should have been cancelled.