So at first he said you only purchased one, and then after showing proof, he's saying that it is not his fault? Something smells fishy.
He's lying to you, opening a case will be beneficial to you, and ebay is not completely on his/her side. He also can not leave you negative feedback, as sellers only have the ability to leave positive or no feedback.
I would open an "Item Not as Received" case until he/she either sends the second item, or refunds you for the second item. If that dosen't work, you can call ebay yourself to get more assistance.
After everything is resolved you have the ability to leave appropriate feedback and DSR ratings to show your satisfaction.
In my opinion. the seller only shipped one item and is trying to get some free $$$ out of you.