Reserves are not necessary, what is necessary is to start auctions at the lowest amount a seller is happy to receive, it then cannot sell for less, and there's no disappointment. Unfortunately, many do not realise this simple rule.
It's very disappointing not to receive a paid for item, and you can reflect this in feedback for the seller, but do not mention anything about a refund, that breaks feedback rules, and the feedback can be removed.
Nothing to enforce a seller to send an item, but if they cancelled the order citing ' Buyer Requests to Cancel', this does not affect any sanctions or fees for their account, you can if you wish contact Customer Services, explain you did not authorise the cancellation, and they may place a damaging defect on the seller's account.
eBay do not like unhappy buyers!
@ke-178138