saying he was waiting to receive the funds first and that he had been scammed before.
He's probably not lying.
While your payment has cleared, if he is a relatively new seller, your payment is being Held against his performance for 21 days.
So he doesn't have your payment.
(Closer reading shows you did eventually get the link.)
and it also stated that returns are not accepted.
This is a useless statement, designed to discourage buyers who 'rent' products*, and placate sellers who don't understand the difference between a return and a refund.
Since the seller is not being helpful, you will probably have to go to Paypal and open an Item Not As Described dispute. You have already been in contact with the seller, so you can proceed immediately to Step Two.
You will be instructed to return the phone to the seller.
NOW.
If the seller is in Canada, he may be told to send you a return shipping label. Or you may have to do this yourself. Use a TRACKED/ Delivery Confirmed service, like Regular Parcel or ExpressPost.
If the seller is NOT in Canada, he may be told to send you a return shipping label. This is not possible. It just isn't and eBay doesn't want to understand this.
So you will have to buy the return shipping label yourself. Use a TRACKED service, like Tracked Packet or ExpressPost. Yes, it will be expensive.
When the phone shows as delivered, the seller is required to refund your original payment. He is not required to refund your return shipping, and given the animosity you two have built up, don't expect it.
If the seller does not refund you promptly, Paypal will, and go after him for their money.
*Use and then return. It happens more often than you would think, and not just online.