Did you actually "phoned" PayPal and advise that the item has not been returned to you and that you have been scammed by the buyer???

They are not suppose to refund until the item is received posted back to you via registered/signed/trackable mail with proof of delivery/receipt.  These are their own rules.

They will also be certainly interested in the emails you received from this scammer.  It is also within PayPal's powers to recoup the money refunded to the buyer as it certainly looks like fraud on their part.