Buyer claiming order hasn't arrived.

Hi, a customer has contacted me claiming they haven't received their order. They haven't opened a ticket yet and said they would wait a bit longer. I posted Royal Mail 2nd class (not tracked due to low value of item),  I've checked my proof of postage on  RM's site and it says it was delivered.

This is the first problem i've had since selling on ebay. Some guidance would be appreciated.

I assume Royal Mail wont compensate me because they have delivered?

Would ebay rule in my favour? But I assume Paypal would still refund the buyer as I've not sent it tracked or is my proof of delivery by Royal Mail good enough?

Sorry if this question is asked a lot.

Thanks 

Brian

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My order not arrrive yet