Customer needs a product exchange but won't respond to emails

[Fabworkz]

We have a customer that we mistakenly shipped out the wrong product to. They contacted us through our store and we replied through the shopify contact email and also directly to their email address and there was no response. We tried contacting them through the phone number they supplied but the number doesn't exist. A week later they contacted us again through our site. We've tried to email them multiple times from different addresses in case our email server was an issue, found them on fb and sent messages, phone number is still no good...not sure what to. At some point I figure they're going to escalate this to a complaint with shopify and want a refund or something. We would gladly exchange the product but we have a couple questions we need answered first.  I don't think he's trying to scam us since we did actually send out the wrong product.

Any ideas how to handle this so it doesn't end up as a shopify complaint issue? What does shopify do in this case? First customer we've had that doesn't ever respond to emails so we're at a loss.