If the buyer opens a case (it would have to be a return stating 'items were missing') you will have to respond to it.
When it comes to buyer's word against seller's word. Ebay generally take the side of the buyer.
You will either have to insist the buyer returns the items they did receive and then refund them when you get the items back or you could offer a partial refund.
I would message and ask the buyer if they have carefully checked all of the packaging as you are certain you sent everything.
It doesn't happen often, but if I sell more than one item, I always take a photo as I am packing the items. Then, in a case like this you can at least message the buyer to show them you did pack and send everything they bought.
"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)
