[KrakenKraken]

Are they Issuing the refund Into your account?

If so, why the Investigation?

They'll be issuing it into my bank account.

UPDATE: Just received this mail:
(translated it fast with google translate)

Spoiler:

I thank you for making contact with your seller on this subject and regret that this was not enough to find a solution.

I confirm that you have submitted a request for refund under the Guarantee A to Z for your order 408-5105988-6311533. Please note that the processing of a refund claim under the A to Z Guarantee usually takes 1 week.

Subject to acceptance of your request for refund under the Guarantee A to Z, the amount of the Guarantee will be directly credited either on the account of your bank card, or on your account gift-check Amazon.fr if you have chose the refund option by gift certificate.

If you finally receive your order, you will have the option to keep the order and withdraw the refund request for the Guarantee A to Z. To do this, simply follow the steps on the following page:

You really shouldn't SE items off of third parties, especially the small ones. I don't want to be the morality police here, but using Amazon to bully the little guy into refunding you and damaging thier account in the process threatens the income of a small business, that doesn't have the near limitless money that Amazon does. In future, please stick to items sold and dispatched by Amazon.