Return shipping

I bought an item from a different country and it arrived damaged. The seller said they can’t give me a return shipping label and told me to mail it myself, but then asked for my PayPal or banking info to refund me. I don’t have PayPal and I don’t want to give them my bank info.

Can’t they just send the refund through eBay so it goes back to my Apple Pay? Should I just let eBay handle it instead?