If the first label has been paid for you can cancel it to get a refund. Go to orders, select postage labels on the left-hand side, then go to the actions dropdown menu next to the label and select Void Label.
When you buy your own postage you have to add the tracking number and mark dispatched manually via the dropdown actions arrow for the item on your orders page.
Buyers choosing postage is due to eBay's new "Simple delivery". Details here:
https://www.ebay.co.uk/sellercentre/postage/simple-delivery?mkevt=1&mkpid=2&emsid=0&mkcid=8&bu=43952...
You can opt out of it during the listing process. Look for the postage options menu icon on the right of the postage section.