You will always get an annoying, frustrating, buyers, and yes, buyers are allowed to change their mind.
No, you cannot leave bad feedback for a buyer, it's against the rules.
Have they not paid? Then, after 4 days cancel the order citing Buyer Has Not Paid this gives them a well deserved non payment strike. They are only allowed one before buying restrictions can take place, a far better action than leaving of feedback.
To stop them buying from you again, block them from returning add their ID here:
https://www.ebay.co.uk/bmgt/BuyerBlock?
@myx22