So, it was not cancelled.

If you had waited nearly a month to try and cancel, you were probably out of time to start an item not received case - Ebay allow you exactly 30 days to do this.

As advised, as Ebay don't seem to be able to help, you might be better starting a chargeback with your payment source.

If you do start a chargeback, any case you have with Ebay will close.

The seller has your money - not Ebay - and they can't force the seller to refund if you opened an item not received case outside of the 30 days.

"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)