i bought a counterfeit item and need to return

i bought a sealed makeup powder and once purchasing saw a review saying the seller sold them a fake. so i immediately asked for the order to be cancelled but the seller said they couldn’t do it in their end and then shipped the package out anyway. I told them why i am 99% sure it is fake and she denies it but there are a lot of signs pointing towards fake. Now, depop has sided with me but is asking me to mail back the powder. I have to mail it with tracked shipping being paid out of my wallet. Is there a way I can send it back and the seller lies and says they never receive it? I’m kind of scared of this possibility 😔 also, i’m reading that it is illegal to ship counterfeit items. could i get in trouble for this myself ??