で here is used as a particle to mark a time where an event terminates.
売り場は九時で終わります is a correct use of this で. (The closing(termination) of the 売り場).
三時で行きます and 2月25日で行きます is not correct because it's a start of something.
And for cases where に and で are interchangeable, the nuance is that the sentence with で indicates that the event lasts up to the point of the time marked by で. While the version with に just means it ends at that point.
About ~から, it means "from the point of ~". It would be more natural to say "something ends at ~" than "something ends from ~ onwards". That's why で is used over から for an event terminating.
As a side note, "trying to ~" is expressed by ~ようとする
EDIT:
In the absence of context, 三時で帰る would mean "Return (home) by means of 3 O'clock", which doesn't make sense. This で is different from the first で we initially discussed. This is the で of "the condition/state of how the action takes place".
三時間で帰る - "Return in 3 hours time (it takes 3 hours to travel back)" would make sense.
However, in the presence of context like "ending office hours", 三時で帰る is grammatical.
Similarly, [2]{に}月{がつ}[25]{にじゅうご}日{にち}で帰る would be "Return (home) by means of 25th February", unless context of something ending is given.
[2]{に}[ヶ]{か}月{げつ}25日{にち} - "Return in 2 months and 25 days (it takes 2 months 25 days to travel back)" would make sense.
Now if you're trying to convey a time limit, までに is used.
3時までに帰る - "Return home by 3 O'clock"
EDIT2:
About 三月で私の国に帰ります. I'm not sure about this but I offer two theories:
It suffers the same limitation as the example discussed above. If sufficient context is given that something ends at 三月, then 三月で私の国に帰ります is grammatical. If not it becomes the で of means and sounds weird.
三月 is not specific enough a time for で to be used as a marker for the time where something terminates. 三月 lasts from 一日 to 三十一日.