Unfortunately you are a bit boned;
eBay isn't super friendly for sellers anymore - they're beginning to move back towards the middle ground, but right now it is still (IMO) unfairly skewed towards the buyer.
Did he actually open an
eBay protection case? If so one of the options you can choose is is "Offer a full refund, customer must return the item" that will require them to return the product to you and provide tracking to
eBay to prove that it has been sent.
Being that
eBay is kind of our thing if you'd like to PM me I'll see what advice I can offer you.