a-z claim refund granted to customer on false bases

i just don't know what to do - we sent a order out which we received all accordingly to standard procedure order sent out next day by the dispatch date and delivered to the customer - only for us to receive a message from customer 3-4 days after saying the item needs to be delivered at there new address - we explained item has been sent out days ago and to the address which is on the order invoice - but they were not having any of it as they did not have access to the old address - only to notice they opened a claim and it got granted - how is this possible - the chat and proof of delivery the address on the order sheet everything provided to the customer in black and white but clearly amazon never bothered going through the chat messages and the proof - i dont have option to appeal or nothing i think i have had enough maybe its time to close the business