Want to return an item, but says "not return address, message us for correct address"

 
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You do nothing of the sort. You open a return Case, if it is not as described, the seller supplies a reply paid label, if a change of mind return you return to the address supplied by ebay.

 

Only proof of delivery to that address will get a refund, if you have to ask ebay to step in. Any other address and you are relying on the seller to refund, but you cannot force it, and they are not likely to refund voluntarily.