Has my Convoy S2+ just destroyed new 18650 cell?

Looks like an unprotected cell to me, so it needs replacement.

Good cells are created by a myriad of manufacturers over the world, with some good, lesser known ones being in China. The five legged top of your cell above is likely manufactured by BAK Power Battery.

Since no idea of where you live, take a look here if you aim to know where to buy:

Massive post on where to get lithium-ion batteries everywhere in the world! Look at Post 2-5 for info, And Canada Post 123

Still, I successfully buy batteries via AliExpress often. I've said it more than once, it's how you believe. If you strictly believe right you get favourable results. If you don't you can get mixed results or straight negative ones. So know yourself and choose properly.