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Paypal doesn't care. I have been ripped off and they ignored evidence from the US postal service. They participated in a fraudulent enterprise.
You need to deal with Ebay not PP. Ebay has a limitation on how long the buyer has to file a dispute so if it's been longer than that your good. If you go through PP then the buyer has to pay return shipping.
There is no paypal buyer protection for items personally delivered or collected.
So paypal would equally not tell them to return the item first.
They may file a dispute via their credit card issuer if they funded their paypal payment that way but then that would be a separate issue.