Just respond and make sure the tracking number is included in your response. Usually it is automatically included if you used eBay shipping tool. Be as helpful as possible, though there is usually not a lot you can do. If it was insured, you will be the one initiating the claim, but will probably need to let some more time pass before this is possible. These time periods come to mind, but I may be slightly off, 15 days beyond estimated delivery date for USPS claim and 30 days for shipinsure. Kicking the horse with this, but it sucks that you earn a defect for these types of cases. Even mine, where I dealt pity with the customer for a month, escalated the case for eBay review only after first calling an eBay rep for help, and eBay decided no fault and let both of us keep our money telling me it would not be on the record. Yep....defect.