Is the customer new to Etsy? If so, she might not realize that you are not a brick and mortar store (tell her a regular store in a regular building) and a lot of the items are made up after they are purchased. Also, you are the only person in your store, and manage your store in between work, family, and just everyday life. That is why your items are not shipped as soon as the order is placed. You may have to explain things in extremely basic terms so she will understand.
It might be easier to just refund her for the scarf, minus both shipping fees, and after you have the returned scarf in your hands and in the same condition it was in when you shipped it.