It was a couple of bucks delivered and no tracking (noone is going to buy $2 in sports cards and pay $3.50 for trackable shipping) so the tracking and claims links are not useful in this situation. I guess I should be lucky this is my first threat in the year I've been selling stuff on eBay, and especially in a category where there are a lot of scammers who will alter items to improve value or claim they never have received an item when they did and just want the item plus their money back.
I tried to be nice saying it hasn't been a week yet and USPS is slow this time of year and that I'm seeing that already in stuff I have incoming. He replied back "nice try blaming the USPS. You have one more day to deliver or else.". I wanted to write back that I am not employed by the USPS nor do I do any USPS work so I don't have any control over his mailpiece but I figured that would be poisoning the situation. I will just ask him tomorrow if it arrived, expect a "no" because he might be scamming me or it truly hasn't arrived which I am unable to prove, and then send the refund which I think keeps a neg feedback from being left for me.