All the more reason to respond immediately to any Claim with the tracking number.
You may also want to Message the complaining buyer with polite, professional, and soothing words, including once again that tracking number.
You want to show that you are actively cooperating.
And if it gets as far as the Claim, also immediately send the Return Shipping. You can send USPS labels from Canada through Shippo.
Active cooperation.
Soothing professional messages.
Then.
No refund without return.
No refund until you have your product back in your hands.