As a private seller the only way of not using eBay's Simple Delivery is to list with free postage (you can factor that cost into your item price) and buy your postage outside of eBay.
To get the buyer's address and mark dispatched you can open the original prepaid label (Get prepaid label > Get prepaid label and QR code). The option to change the tracking has been removed but you would be able to add the new number to a "not received" case if that were necessary.
You can claim a refund for an unused label here:
https://www.ebay.co.uk/claims/simple-delivery/refund/seller
Without tracking on ebay the payment may be held for 14 days. I would try it with one or two listings first and see how it goes.