SOL.
It wasn't lost. Things rarely get lost in the mails, although the postal systems of the world are optimistic about how long delivery actually takes.
He was lying through his little green teeth.
So.
Start with the eBay/Paypal Resolution Centre. But if that doesn't work, and without Proof of DELIVERY (not shipping) it probably won't, go instead to the credit card you really paid with.
PP is just a useful mediator.
Phone the 1-800 number on the card and ask the customer service rep about a chargeback. Have all your transaction details handy for her to process your refund. And details are things like dates, transaction numbers, currency, etc. Not a long sad story of how you were done wrong. She gets it, she wants to give you your money, let her.
Cards also have deadlines so get your paperwork together and call now.
Some cards allow Proof of Shipping, but some also want Proof of Delivery in which case SOL and no paddle.