When you sell, you only post to the address provided by ebay, given with Payment details. As a Business Seller you do not have to use Simple Delivery or use tracked postage, but unless you have proof of delivery, you will lose any claims for not received.
If you send to any address apart from the one given by ebay, then even tracking is no use, as it will not prove delivery to correct address.
I do not understand what you mean by buyers saying they did not buy through ebay but from Amazon.