[mothered]

there is no option under PayPal for me to send a message saying there is no item.

Contact PayPal and explain the Issue.

I have had a response from PayPal, saying that I need to sign an affidavit, I need your thoughts  on this because I don't know how far this document will go. I feel like they need this to move with the dispute but I don't really want it to get me in serious trouble (this is the first time I've seen something like this).

"From:______
Regarding:_____
I confirm that one of the following occurred:
[] instead of the item I expected, I received an empty box
[] instead of the item I expected, I received an item of little or no value
[] I received the item I expected with missing parts, components, or pieces.
[] I received less than the full quantity of the item
[] The item I received has been confiscated by, or turned over to law

I declare, under penalty of perjury, that all the statements submitted herewith are true to the best of my knowledge
Sign_____ Date____"

The affidavit may only be required to move forward with the claim, but given the nature of the document (legally binding), I always suggest not to sign It.

Ultimately It's your call.