Right now, follow their advice. I would also ask them to open an investigation on the buyer. They will look at more than just your incident to see patterns or if a new account, they will check out a lot more to see what is up with them.
When you get the item back you can open a fradulent buyer claim.
One thing to do for high dollar items is to take pics and video of the item working before shipping, and pics of you packing up the item. Final pic of the packaged item with label. Not only for ebay fraud cases but for damage claims as well, as you can show you packed items well and securely and padded in a good undamaged box. Always take pics. Take video of expensive items working before shipping. You can still sell them new open box and explain, opened only to make sure everything was there and item worked. Used items, always video working.
And always, always fight a fradulent buyer. Not only for yourself but to save other sellers from them and make ebay a better site for sellers and buyers. Ebay does not want to keep dealing with the same fraudsters either, at least the people at the level that deals with them, don't. It tarnishes the site and wastes time and money, so always report them and always fight them. Make it really tough and they will go other places where its easier to pull their crap.
