or no longer on this earth. who knows. i have had several instances of items returned-to-sender without a refund request or any followup on the order from the customer though nothing this big.
my standard operating procedure on the amazon side of things is to do nothing until prompted by amazon or the customer which has never happened.
in my case the items were resellable and lower cost though not cheap (one item was $300) and i didn't care since i was never asked to fulfill a refund.
if you sold the item and you made your money and your not being asked to offer a refund, i would take pictures of the damaged item, open it up and take more pictures just in case the customer files a return. your response is to ask for proof that the item is returned because you never received a set like they one you sent out. they have no proof the item was returned to you and you don't need to admit it was returned to you. then part it out or build it and if you ever get contacted you have your photos.
going to look and see what is up with the customer and that messaging you can't give them a full refund bcuz item is damaged blah blah blah - that's just asking for double helping of trouble.
i'd keep my head down and move on to the next sale and chalk this up to the mysteries of the retail universe and if u get hassled down the road u have ur photos and ur like oh yeah now i know wtf this pos damaged set i received is from.