How and may I ask why, have you opened a return when you haven't received the item? There's nothing to return.
You need to proceed this way:
If the seller is not being helpful, go right of the item purchased, and from More Actions select.... I Have Not Received My Item.
If you are not fully refunded within 3 days, you must escalate the case on day 4 or within 30 days from opening the case, and eBay will step in and force the refund.
Do not close the case early for any excuse or promise the seller may give, and do not forget to escalate.
@scotsmit278