Find the email you received from Ebay when you paid - that is a good starting point if you need to make a claim using the Money Back Guarantee. You can open a case for 'item not received' one day after the latest estimated delivery date - from that email.
Did you check out as a guest without signing into your account? That would explain why the item is not showing in your purchase history.
"There are two ways to be fooled. One is to believe what isn't true; the other is to refuse to believe what is true.”
Søren Kierkegaard, Danish philosopher (1813 - 1855)
