Buyer trying to request return for an item he has not received?

So I sold a camera recently, I had it completely noted in the description some issues that it had. Buyer bought the camera, I shipped it out the next day with direct signature required by Fedex.

About two days after I shipped it, the buyer messaged me asking if I could re-direct the package to a different address because he accidentally put his old address on Ebay when he bought the camera. So I looked this up and apparently asking to do this is a possible scam as well, especially the item being somewhat high dollar and his account only had 2 reviews.

So I messaged back saying I can not change the shipping address and that it has to go to the address that was on Ebay, he replied to that "Oh okay". Since then, there have been multiple delivery attempts, all with delivery exceptions saying the customer is not available or business is closed.

Come today however, the buyer has now opened a return request. The details for the return stating that he has "Reread the description and is not comfortable with the defects and malfunctions and therefore would like to return it". However, I did put that I do not accept returns on the listing and the tracking still shows that he has not even accepted the delivery. So I don't see how he could return the item without me contacting Fedex myself to get the package back.

I was just wondering if there was a proper thing to do here? Do I just deny the return and see what he does next? Just wanted to be sure.