It was a digital key, right? If yes, just go make something on a word document. Example:
Before purchasing my digital keys, you agree to the following terms of service:
no chargebacks or refunds
no lying to ebay about you not receiving the key
- - - Updated - - -
Then just screenshot it and send it to ebay and they will most likely be on your side. Also don't forget to mention, that the buyer agreed to these terms.