No, the buyer does not have a valid claim. You must, however, enter the tracking number of the delivered package into the buyer's case--even though eBay already has it, you must do this!
As long as you've shipped the package to the address the buyer used as the "ship to" address at checkout, you're covered.
If you'd like, you could contact the buyer and encourage them to check with other family/household members, neighbors, etc., to see if someone put the package in a safe place.
