Purchase of online s*x toy from other country

Hi, I placed order of watch and bracelet on forign domain on 2 may and order was confirmed after 2 day when i check my order a s*x toy is also included in that order history. I dont know how it was happan, immediatly i request to cancell order i give the reason as by mistake i order this item. When i request for cancellation the order was not shipped they were not cancelling the order, now also item was not shipped. I have mail and proof of aslo regarding the cancellation order, mails etc and their replies. I have done payment through paypal their also i request to refund they raised complained they given a case num aslo gien ro me. They said thay will take of the case they send mail to the seller and escalated. If they shipped the item will indian custom will give clearence, I dont want to be in problem please suggest me what further step i should to take.