I don't know of any way to be 100% safe on eBay.
Using signature confirmation is a good first step, as it elimnates the "Not Received" possibility. However, this still leaves the buyer with two options under SNAD.
Option 1 is they claim the item is defective. As you mentioned, they could then send back an empty box.
Option 2 is they claim it is a counterfeit. Then they don't even have to send it back. They just have to "certify" (Super-Double-Pinkie-Swear) that they destroyed it.
Luckily, most buyers are honest, so the odds ARE in your favor. But if you absolutely cannot afford the loss, I would sell it somewhere else.
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