Shopify + Paypal: Customers order refunded without their consent

[Skiboosh]

Please help (everyone probably starts like this),

Customer placed an order on shopify yesterday using paypal express checkout. This is my first order of this payment, so I had to create an account to receive funds. Not long after, Paypal automatically refunded the customer. The customer did not do this, shopify message states Manually refunded from PayPal. 

The customer wants the goods, what do I do? Is the money going back to them or what?