I recently sold some Quark on ebay without accepting Paypal, and no one opened any cases, and everyone got the Quarks they wanted.
I always sent 1 to start with, asked them to confirm receipt, then sent the rest. It would be obvious to eBay that they are scamming if the opened a case.
I also wouldn't refund, and couldn't be made to either.
I assume they used a credit card? which means they could file a chargeback. I've seen chargebacks pop up sometimes months after the sale was made. It doesn't matter if you refuse the refund, the credit card company does the chargeback and you're screwed. Also, ebay will side with buyers 99% of the time, but if you can prove it was sent you can be covered by seller protection. That is why sending it to them on some physical media like a memory card or disc is best because you have delivery confirmation to prove you sent it. You could of course send your buyer an empty envelope, so why does ebay consider this proof of anything? Well, my best answer to that is Ebay is retarded, and even sending a physical item will not keep you entirely safe. The buyer can file a claim after taking their coins, and use ebay to force you to accept a return even when you specify no returns.
The bottom line is.. ebay is risky as hell for selling your coins. Don't sell any you can't afford to lose. My advice to you is confirm through ebay messaging that your buyer receives the coins. Your confirmation on getting the test coin is good, but follow up and get them to admit where ebay reps can read it that they did receive them all. Also, specify in your listing that you will not honor a sale to ANY suspicious looking accounts and that you reserve the right to judge what looks suspicious. This could be a string of bad feedback, but usually you will see a large number of feedback for purchases made the same day. (IE you look at feedback and see they've purchased a ton of coins from many sellers all in the same day. DO NOT honor the sale for somebody with feedback like that. I promise you it is a hijacked account, and you will lose your coins.) Additionally, I would stipulate in the listing that your buyer have a certain feedback level. Some buyers will ignore what your stipulation on the feedback. It's up to you whether to honor the sale or not. Remember, refusal to honor a sale could result in negative feedback, so I'd do this on account you don't care about.