Hi.
If your buyer opens a return but decides to keep the item, you should wait until the return window closes.
Provided the buyer does not return the item the return case will usually close in your favour.
Our advice would be for you to contact the buyer and ask them to close the return case, if they do not you will have to wait until the window closes.
Has the buyer contacted you through eBay messages to say they want to keep the item now?
If they have and you have that in writing in eBay messages, then even if eBay refunded the buyer, you would be covered as you would have proof of delivery in the way of tracking and proof the buyer said they wanted to keep the item.
Hope this helps.
Regards
Express Car Keys