Try telling this clown that you are getting no such confirmation from Ebay about his claims and end this thing. This guy is a real sissy. I honestly think he has some reason to delay this but what scam that would be I'm not exactly sure.
Fact: You have received full payment including the agreed upon shipping amount.
I would tell him that as far as you are concerned it was purchased by him back on XX/XX date and by his admission the item has arrived but he refused it. Remind him that this sale, from your perspective, is concluded. I would add that he may pick his purchase up if he wishes but you are not involved either way. It is now his property to abandon. Tell him you have blocked him from further bidding on your items, that further emails will be ignored, that you have reported him to Ebay for harassment with a copy of this latest email, and that any further contact will be forwarded to Ebay unopened. And really do these things to cover yourself. This way when he later runs his scam, Ebay has documentation from you before his claim was ever filed. You are likely to fair better.
This, as much as anything, will encourage him to pay the freaking $20 and leave you alone. That is the biggest issue now. Scams often work with slow, subtle changes in communication. The longer you interact the more his scam might work.
JMO,
Dave