Canceling an order

I got an order that felt scammy because they asked to change the shipping address. I canceled it and asked them to order again with the correct address. They did but I still feel something isn’t right. The order is $1,200 so it’s much beyond etsys protection.

what should I tell the buyer if I want to completely cancel it? I’m worried that if I tell them i think something isn’t right they might target me and do it again.