Strange refund problem

So a customer says their item has not arrived. I check tracking and it says delivered so ask customer to re-check with anyone else at address, safe place, neighbours etc.

They come back on Sunday and say it definitely was not delivered. I did not pick up the message until Monday and by then the customer had opened an A-Z.

As the A-Z had not yet been processed by Amazon and no decision made I refunded customer anyway (cus we all know Amazon usually sides with customer and if I refunded voluntarily I would not get the metric defect).

All good - except an hour later Amazon sent me a message saying they had reached a decision and found that the A-Z was denied to customer because 'the claim was filed out of policy or we detected customer activity that violated our policies'

Now I assumed that as I had refunded voluntarily Amazon were denying the customer the A-Z but it was just a badly worded email to that effect.

Then today I had another message from customer asking why their refund was denied. I explained I had already refunded at my end and now Amazon would process the refund back onto their card and if there was any problems they should now contact Amazon customer services.

I then checked the order - and found no refund had been processed after all. Yesterday the order definitely showed a refund amount but today nothing at all. So it looks like Amazon may have denied processing the refund too.

Now on one hand I am happy Amazon have actually sided with me instead of customer for a change - but on the other I am dreading customer complaining and trying to explain all this to Seller Support!