Customer wants refund while item is in transit

This girl ordered an item and in based in Canada and had to send it to Saudi Arabia. My courier service doesn’t offer tracking information for international orders unless they choose another option that costs more money for tracking. My listing clearly states it and I have a photo of it in the listing as well. Now… obviously items are going to take a lot longer if they live further away. She said she didn’t receive the first item so it was probably lost in mail. I sent a replacement for her and spent more money on shipping this time. Now she’s asking for a return while the item is in transit. I’m scared she will give me a bad review. Do I bite the bullet and give her a refund or should I tell her to wait? Problem is that there’s no tracking information it’s only her word against mine but I guess the “customer is always right”. Idk… now I’ve lost over 70$ of money from this so I’m stressed