A-Z Appeal for not received when buyer comments say received?!

I don’t usually appeal A-Z claims as I haven’t got the energy but this one has annoyed me.

Customer receives a set of curtains and sends a cancellation request saying the item was delivered but no longer needed, so could they return it.

Fine I say, please open a return request. I then decline the cancellation request as she’s already received them and I’ve told her to open a return request. No return request is opened.

Then out of the blue I get an A-Z notification saying they’ve found in favour of the buyer, funds debited blah blah blah.

I check the A-Z and low and behold it’s the same order. She’s opened the A-Z with the reason “Package did not arrive” and then in the comments says “The curtains were far too thin and let in too much light waking me up really early in the morning”.

She’s clearly received them as she’s said so, couldn’t be bothered returning them, so used the incorrect reason on an A-Z to get a refund without return.

Before I appeal I wanted to know how to word it correctly as the bot on the other end will probably turn me down.

Thanks in advance