I ended up just initiating a refund and that basically worked the same as cancelling and everything seems to be sorted out.
So the guy that did this ended up doing it again to me on a different set. I did not ship the second set before the cancellation request came in so I was able to cancel after the fruitcake finally made up his mind. The first two images are from the first transaction the third image is from the second. I knew the guy was a little antsy so I didn't cancel immediately, I should have let it go all night to see how many messages he would have sent. I added him to my blocked list after I set the last message.
Second transaction, he submitted a cancellation request and then sent this message.