If you have left feedback for the buyer then you should leave a follow-up to that feedback that all sellers can see and be warned of what this buyer has done. If all sellers do this then any trend will clearly become evident on the buyer's feedback history. Also ebay and paypal can see it too if needs be.

Something like:

"UID: Empty tracked box returned for refund. Enforced refund given (date)".

Include the UserID so that all others can see who it is as ebay hide the userID from all except the buyer and you.

Don't specifically mention any case raised as this is against policy in feedback comments and the buyer could have it removed.

So just stick to simple, clear and unemotive facts that will get the message across clearly.