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To submit an appeal on the dispute that was closed, PayPal asks that you obtain a detailed report from the shipper/courier (on their letterhead or some other form of official stationary) that includes the address the seller gave them for the shipment. Or one that includes a statement mentioning your address and saying the item was delivered to a different address.
Check tracking in below link to see where it went.
When you have that, contact PayPal via phone (log on to your account and click Contact at the bottom of the page, however that may not be an option at the moment due to covid), or via Facebook (send a Private Message to PayPal) or via Twitter (send a Direct Message to @AskPayPal) and say you want to appeal the denial of the dispute based on the shipper saying the item was delivered to a different address. Once it's submitted (you will be provided with directions on how to do that), the dispute will be reviewed further and a determination will be made.
You also have the option to contact your card issuer if you funded your paypal payment that way and see if they will do a chargeback for you.
I had the same problem. It seems that PayPal is siding with the scammers. When you make a dispute and PayPal contacts the seller that seller tells PayPal that the item was delivered and gives them the tracking #. PayPal then just sees the tracking # and closes the dispute in favor of the seller. What PayPal fails to do is look at the delivery address. I had written tracking information for UPS about where it was delivered and wasn't my address. I had all kinds of documentation but PayPal refuses to open the dispute back up. My suggestion is go through your bank and file a dispute with them. PayPal needs to wake up and look into these disputes as scammers are getting smart. This is why are credit card interest rates are high cause PayPal sides with scammers.