Dean,
Make sure you leave them with a bad rating on E-Bay. I would also ask them for the tracking number and track the shipment. If they can't come up with a number (every business keeps a log) then they haven't shipped it and are definitely lying. I would also point out to them that you frequent several 500E dedicated websites and you will be putting their name and their poor business practice on a these websites for everyone to view. If that doesn't make them change their minds I guess your stuck.