Thanks again justkidzbiz and thanks lyndal1838. Unfortunately in my case, eBay's closed both escalated cases in the buyer's favour already (but thankfully reversed one with unknown reasons), so yes, I've emailed eBay and they confirmed that I won't be getting my item back. What I'm unsure of is how solid eBay's system is. As I know my items are definitely authentic, I'd like to know what kind of documentation would they need to believe what the buyer says? I've read online that in some cases all they need is a signed statutory declaration, or perhaps all they need is a letter from some dodgy local shop. eBay's obviously have something to hide as they refuse to provide that. If it's an authentication letter from Hermes, then there's no privacy issue. I have the buyer's name and address in any case, which is why I'm suspicious.

I've actually offered (during the return request phase) to the buyer that I'll reimburse them the postage as I can't generate a shipping label, but the buyer totally ignored my offer and insisted I provide a shipping label. I suspect they know this loophole and all they were doing was waiting for the return request period to lapse and then they'll escalate it so they'll get both the money and the item.