If you want to store data in a vendor's database, do it.  My recommendation would be to create your own schema in their database and put all your objects in there.  And no foreign keys to their objects or you'll break their upgrades.

An alternative is to put everything in a script and create your objects, then test, then delete all your objects each time you want to test.  Or just create two procedures in the vendor's database to CreateMyObjects and DropMyObjects for easy use.

Another alternative is to create synonyms in the vendor's database that point to your database objects.