Buyer is trying to scam

[nswa66]

Buyer wanted to return item as it had not been delivered.  She then claimed that the package had been stolen. Complete lie. Buyer has 0 Feedback and is obviously trying to scam. 

How can i contact ebay with this issue without it taking me to endless pages of information that does not help. 

[jckl1957]

You don't need to contact Ebay.

Has the buyer opened a case?

If not, do nothing.

The buyer can't win a return case because they have nothing to return.

If they open an 'item not received' case, as long as you have tracking which a) proves delivery and b) was uploaded before a case was opened, you would win  the case.