Personally, I would ignore and delete their messages.
If it is regarding a return, you are able to message the seller through the case.
Really, there is no need for messages to be exchanged other than through the case.
Delete the messages sent to your private account and block the sender.
If they are desperate to contact you, they will find a legitimate route - through your Ebay inbox or via the case.
"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)