Help with Denying a Return

Hello!

Recently had a hazmat return, that I denied do to it being a hazmat return in accordance with amazons return policy. I included this in my message, and told them the product is under warranty with the manufacture and if there is a problem to reach out to them about fixing it.

I just received a message from the buyer asking for his refund and at the end saying “let him know before he has to take other actions.”

Anyone have any idea how to proceed with this?