If you mean you opened a not received case, seller cannot cancel this, but if you just asked to cancel then a private seller can refuse.
Whether you can still open a NOT RECEIVED CASE I do not know, as asking to cancel may mean that is it, however it is worth seeing if you can open a Not Received Case to get a refund.
If items do not arrive then opening the proper case to get a refund can be enforced, but a cancellation cannot.