I had a somewhat related situation, not damage, but buyer claimed I "sent a smaller chain that was a different sized link" than what was supposed to be. I was pretty sure I sent the correct item (always match item with labeled package before sealing it up). Either way I wanted to be sure I didn't make a mistake and requested them to send photos. They never did and went the same route your buyer did. I actually asked ebay to step in after some time as the seller because the buyer never replied to my request for photos. Ebay simply had me accept the return and sure enough they sent it back. Never heard a peep from the buyer after initial request. The chain was identical.
I've had buyers tell me things like "this item is not gold its discolored" and it'll be like a brand new charm still attached to its holder and I'll get it back, removed from the holder and loose. Of course not a speck of discoloration on it. Buyers remorse runs rampant.
Some years back I had a case like these where the buyer claimed whatever, I was forced to accept the return, they were wrong, and I was pissed. I called up Ebay and basically put it like this: I shouldn't have to accept this return since they were either wrong or lying, is there no way to make them take it back? Well the representative I spoke to was new and not a native English speaker, but he agreed with me, told me to ship the item back, and even CREDITED ME to cover my shipping cost. Well, I provided tracking to the buyer AGAIN, sent it back, and never got a dime back like the representative explained I would. I called back up, explained the situation, spoke to a manager even and was basically told that's not our policy we don't do that. I was hot. Even though I was instructed to do all of this, there was no record. The credit for the shipping was viewable, but not an explanation as of what for. Ohhh it still grinds my gears.
TLDR: Just accept the return and move on. Ebay is as ebay does.