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I immediately tried to cancel the order payment at the time was pending, I have sent many emails and I keep getting a response that says, aww just give them a try, shipping will be a priority, etc. But if I get it, to send it back will be almost as much as the product, I am so frustrated.
You can't cancel unless there is a cancel option and that only happens if the email address is non-existant ie a typo or similar.
That is unless the merchant is happy to cancel and refund for you.
If you try and stop it at the bank then paypal may well have already credited the seller upfront and so they would put your paypal account into negative until you paid them back again.
You can of course file a dispute for non reciept of item OR item received but not as described if appropriate OR do a chargeback if you used a credit card?
Here is more information about canceling payments for your reference: https://www.paypal.com/us/smarthelp/article/all-about-canceling-a-payment-faq2058.