It's the buyer's fault if they don't read your Policies! If you clearly state that you do not do refunds after items have shipped, you are not obligated to do anything more. Don't be a pushover- decide your limits and stick to them. Otherwise, you're allowing buyers to take advantage of you.
I just read your Policies and, as long as the part about sales being final was in there before the order was placed, you shouldn't be giving a refund.