There is not really any way to inform Ebay of this.
You should always refund through Ebay.
If the buyer opened a case, ask them to close it as they have had their money back.
"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)
