Refunding a product that never arrived

So I bought a shirt off of a website called Grailed which offers transactions to be done through PayPal. I had some problems with the seller never shipping my item and contacted GrailedSupport, who understood what was going on and banned the user. They told me to go through the refund process through PayPal so that I can get my money back. How should I do this? The refund options that I see involve me shipping back the item, but it wasn't even sent out in the first place. Any ideas?