Customer Return Request Problem

This customer requested a return label for an item:

could you give me return label please. I need "UPS Dropoff — box and label needed" label please

I told them I can provide a postage-paid USPS return label or they can request a return through Amazon's return process, but I do not have the ability to generate a "UPS Dropoff -- box and label". They responded to say that they will open an A-to-Z case against us if we don't do it. They also left us negative feedback for their previous three orders, despite only asking for a return label for one order.

I'd be happy to provide them a USPS return label, and of course we will issue a full refund when they return the item to us. We care about our customers (even the drop-shippers/forwarders like this one), but sending return packaging with UPS labels is not somethingwe offer or have ever done before. It's not something Amazon has told us to do, either, and I suspect it's not offered through Amazon's return process. It seems like customer is kind of abusing us, truthfully.

Is there anything to be done?