they promptly gave me a refund with no message back.
What happened?
The seller realized he had no way of proving that you had received the shoes (eBay wants proof of delivery, not proof of shipping) and refunded you without hassling you about doing an eBay Dispute.
That this keeps him off eBay's radar as a non-performing seller is a bonus for him.
If he misdirected the parcel, it will eventually get back to him.
If you eventually receive the parcel, you can return the refund using Paypal's Send Money service. It's under Money at the top of your PP account page.
You can leave appropriate feedback, but I don't think I would bother.
