They haven't refunded you...correct?
I don't understand how it is possible for them to mark it as being shipped. But even if it is marked as shipped, ebay will not refund until tracking shows that they have received the item. Since you haven't shipped it, that won't be possible.
Unless they have already refunded you, let the seller know how much the return shipping will be with tracking and that they can send it to you through Paypal. If the seller is in China, you will need to send the item with Priority Mail as First class does not have tracking in China. If you haven't received money a couple of days before you are required to have shipped the parcel, you must contact customer service. You can't ask ebay to step in the traditional way as @kensgiftshop suggested. Once the return has been approved ebay won't have an automatic way for you to ask them to help. But you can contact customer service through ebay Facebook or Twitter by sending them a private message with your information and letting them know that the seller hasn't yet sent a label OR money for a label.
