i had an order that got lost in the mail i had numerous messages back and forth with the customer now etsy says ( after i refunded the order due to being lost )
that i never responded
etsy fix this now
Download a CSV to see which one
Click their profile pic in your order, see if there are multiple conversations, you probably responded to a help request or regular message but not the other and need to respond to both.
Did the customer open up a help ticket at some point, causing you to issue the refund? Help requests are separate from your regular messages and require their own response. Messages within the refund do not qualify as a response.