Correct you should have waited for the item's return, you must never refund before the item is sent back, if you do it indicates you do not require it to be sent back to you.
Nothing eBay can help you with here, as the transaction closed with that refund.
Send the buyer a message explaining the error and that you do need the item sending back. All you can now do, is to offer to pay for a tracked return postage, via PayPal, bank transfer or cheque whichever suits you both best, but there's nothing to enforce its return.
If PayPal is used, email addresses need to be exchanged, this can sometimes be found with the order details >> Show Contact Info. If not and you need to ask the buyer for this, make it very, very clear in your eBay messages, as eBay do read these, the reason for these exchanges. Make it clear it's not to be used for an off eBay sale.
@matey2121