Be very careful how you cancel and refund. DO NOT just refund via Paypal as suggected by  enigmabear eBay will regard this as an out of stock cancellation and earn you a Defect.

in MyeBay select Cancel Order and under Select a Reason use "Something was wrong with the Buyers Address' (In your case they didn't give one) and choose that.  eBaay will cancel the order and automatically refund, and you will not get a Defect