Problem with a comprised account! Please help me?!

I tried to buy an amazon Alexa from eBay at a very low price. I thought this was too good to be true. 
I received a message from eBay to say the account had been compromised and the listing had been removed so the transaction had been cancelled.
I have checked my bank account and the money has still gone out. When I attempt to get a refund, eBay says the item has not been paid for! I have no idea what to do about it so any help would be great?! 
I have tried contacting the seller but have had no response.

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If it looks too good to be true, it usually is

 

You need to log in to your Paypal account and open an Item Not received case there. It may try and direct you back to eBay, but scroll past that and continue with the Paypal case.

 

Quite why eBay tell you that the item hasn't been paid for when it clearly has, I do not know.