Unfortunate. Was the return initiated through ebay as a remorse matter? Or Significantly Not as Described? Or did it go through paypal's Resolution Centre? If the latter, this sounds like a matter that you will have to take up with paypal; call Paypal back and tell them your buyer made a return but did not return all the items sent. Paypal won't care about your ebay sales conditions, only their own.
on eBay, Report a Buyer for a fraudulent return by calling Customer Service to have them look at the buyer's behaviour. There is a way to do it with links online but this sounds more serious and it's better to speak with Customer Service about it.