The Website asked for a refund address(D) in which I gave them in case anything goes wrong! The refund has been sent to the address I gave them!
How did you provide this refund address?
Did you send it on email or via an Instant Messenger like Telegram, Whatsapp, Skype etc? Or did you enter it directly into the website your ordered from?
Do you have any record of the address that you sent them?
I ask, because you need to confirm that the address you sent the vendor, is in fact the address they supposedly sent to the refund to. It doesn't necessarily mean you sent them the correct address, but it at least will rule out any shenanigans on the part of the vendor!
If you can confirm that the address you sent, is the same address that is shown in the "blockcypher" link, then the vendor is most likely not at fault, and it's something at your end that has not gone right.
In which case, you need to try and remember
where you generated that address... did you do it from your blockchain wallet or from your Electrum wallet?