Buyers can't cancel only ask seller to cancelwhich they should have accepted.
All you can do now is wait until 1 day past the delivery date quoted and open a case for item not received,escalate the case to eBay if you aren' refunded in 3 days and they will issue the refund.
Once you get the refund leave the seller the feedback they deserve but don't mention any cases or refunds or they may be able to get it removed.