You asked for a cancellation, not a return. A cancellation was the right call, but your post says a return which confused me a little.
It looks as if the seller decided not to accept your cancellation as they have not responded. If they had cancelled the sale, your refund would be processed and you would have had an email from Ebay confirming the cancellation and your refund. Check the email address where you got the confirmation of purchase to as you bought as a guest.
It may be that they have sent the item. If it was a business seller, you will be able to return it but you will have to pay the postage.
"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)