Need Advise

I sold a piece of Audio gear on E-Bay. It may not be a problem yet as I am waiting to hear back from the buyer who was pretty upset yesterday that it had not arrived. The buyer paid for USPS ground, which as you know does not provide a tracking option for the package, nor is it the quickest route. He indicated he had just gotten back from europe and the package had not arrived, day 8. I shipped the unit insured from Texas to New York City. As of today it has not arrived, it has been 9 days, seems a bit long. How does one go about filing a shipping claim, when should one determine that enough time has elapsed to do so. Should I immediately refund his MO, or wait to see what happened to the item when USPS tracks it? I am concerned about sending the MO back, as he could then end up with both my gear and the MO. I think most people are honest, but there are exceptions.