Your safest route is to open a return case - you can do that up to 30 days after purchase.
The seller has to provide a paid for label and refund you in full when tracking shows they have the phone back.
They do have the option of offering you a replacement but, as suggested, a refund is better for you.
They have sold you one non-working phone and have tried to get you to return the phone without involving Ebay. Do you trust the seller to provide a working phone on receipt of your old phone? Remember, your Ebay guarantee only lasts for 30 days after receipt of the first phone so if the replacement stops working after two weeks, you will not be covered.
"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)