You did everything you should. The buyer doesn’t know how the EIS program works.
You are protected from negative FB on EIS orders. You need not cave in to buyer extortion.
You could attempt to explain the process to the buyer.
This is a section from the seller help on EIS, you can paraphrase it or write your own equivalent.
When a buyer opens a return, we’ll refund your buyer and you’ll keep the sale. When the return is received at the eBay International Shipping inspection hub, it will be inspected to make sure it’s in the same condition. We’ll then issue the refund to the buyer’s original payment method, usually within 5 to 7 business days of the item being received at the hub.
IMO offering international shipping on an electronics item is always risky, but you have chosen the least risky alternative.
There is nothing for you to report to Ebay unless you can make a case for FB extortion. Blocking the buyer is often a good idea if there is any problem with an order.