So, I sold about $600 worth of toys to someone on eBay (his feedbacks are ok).

Prior to buying, he tried to lower my prices like crazy then he also tried to make me use a shipping method well known for losing/damaging stuff.
He finally accepted to pay what I was asking for (including the shipping method I wanted). He paid, I bulletproof packaged everything and shipped it.
Today he's contacting me saying he received an empty package "probably opened during transit".

There's a 99% probability he's lying. The way he acted prior to buying plus the fact I packed the figures very well (making it impossible to lose the content by accident), that toys literally never get stolen during transit where we live, that the shipping was very fast, that he sent me pictures of the box with only the padding inside yet the box is still in PERFECT shape, that pacakges get weighted at several checkpoints and didn't show a single problem until final delivery makes it pretty clear to me.

Yes, I know, shipping insurance, but it takes time, tons of informations to fill out and the most important thing: I don't want him to get the figure and his money even if I get my money back.

Anyone had this happen to him before? How do I make sure Paypal sides with me?