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The striker failed to report to pre-season training at the start of the 2017/18 campaign after being told via text message he is no longer part of manager Antonio Conte's plans.
Costa has accused the club of treating him like a 'criminal' and vowed to remain at his family home in Brazil until he is sold.
Chelsea, though, have demanded the Spain international return before negotiating any transfer and Melchiot has warned the 28-year-old he risks 'killing his career' if he doesn't back down and head back to Stamford Bridge as soon as possible.