Open a SNAD case - that gets sellers attention faster than anything else, as it causes a defect and you can escalate to get eBay involved.
It doesn't even matter if you don't want to send it back - you can ask for anything reasonable (or even not reasonable but I know that's not the case here) -- you can ask for a partial refund in the amount it will cost you to get the missing pieces on BL, for example.
Worst case scenario, eBay will tell you you have to return for refund, but you don't have to do that, you can just keep the set.
If you don't want to go through the hassle at all, then a negative feedback is warranted, IMO, because of the lack of communication/resolution from the seller. If a seller screws up but fixes it, I either leave positive or no feedback.