Thanks for your reply. Fortunately it's not an expensive item. 

I received another aggressive email from him this morning saying I need to pay him or eBay will resolve it and he will leave me negative feedback. Still no photo.

In his return request, he says I can pay to have it picked up from his address. He's not offering to return it himself.

I think he's either lying or is just some kind of psychopath/troll. I wonder how often he's done this to people.