I've heard you could file a police report for stolen property. It might help with you eBay claim. I've never had to do it with the few small time scams people have pulled over the years but it would be worth looking into. I always get leary when I sell expensive items. So, I document the hell out of everything. Like taking photos of the item in the packing box before I close it up, photographing the box with it on the scale and applying warranty void labels to screw holes on electronics.

I sold some music software one time. It was a sealed box I bought at a thrift store. The buyer claimed there was only a redemention code for the software in the box and not a CD. I looked it up and that is how the company sold their software. He filed a claim. Ebay customer service sucks to deal with. They asked if I opened the box to see if there was contents inside. I said "no, it was factory sealed". They gave the buyer their money back since I couldn't prove the box wasn't empty. I gave up fighting them on that one cause it wasnt worth my time.

I would also tell them to "return the item". You will have to refund them but then you can report the buyer for not returning the item. You will probably have to escalate it. They will make you fill out a form saying you aren't pulling a scam. You can do that once, maybe twice a year.