This is why I hate selling ANYTHING on eBay with Paypal. Buying, sure. But selling is a PITA.
You get crazy idiots out there who think that you have some instantaneous transportation device, and if their package doesn't arrive within 15 minutes of them paying you, they want their money back.
And then you have the fraudsters who try and claim that they didn't get the item, or it was stolen from their doorstep, or it wasn't in the package, or ________. And the buyer has total control. If they fight hard enough for a refund, Paypal WILL reverse the funds. Even if they "lose" the PayPal dispute, the buyer can just dispute it with their CC company and PayPal will reverse the funds anyway. eBay/Paypal has made it clear through their policies and actions that they only care about buyers, since they outnumber sellers 100-to-1, and will do whatever they can to make them happy, regardless of what's right and wrong.
On the very rare occasions I've sold something recently on eBay, fortunately I've had relatively good luck. No one scammed me, but I did have a buyer who did a BIN, waited five days, and then said they didn't want it. So not only did I have to relist the item with no recourse (ie: no more negative feedback ability against them), but I was out $5+ in listing fees that eBay refused to refund me.
Hopefully this guy is just an idiot and not a scammer, and once he gets his package he'll be OK. Good luck!