I need advice in dealing with a buyer who is running a scam on me.

About a week before Christmas I sold a pair of Nikes (new, with box) to a buyer, who after receiving them, immediately initiated a return, demanding his money back and refusing to send the shoes back (he said they were being held "as evidence").  To make it spicier he added some abuse and called me every name he could think of.

My selling account has nearly 700 feedbacks with no negative except for the feedback this buyer decided to leave.

I uploaded a receipt from the retail store where the Nikes were purchased, to the return, which the buyer predictably rejected and continued to demand his money back without sending back the item.

Contacting ebay has been unhelpful.  They advised me to purchase and upload a shipping label to the return, which I did, and the buyer has sent me an empty box.  I haven't opened it, but can feel it's just an empty box.

Can anyone advise my next move?

Thanks in advance!