I didn't go through everyone else's responses... 
just a few.

Keep your e-mails.  Show eBay you were 
threatened.  

"One person has already said if I don't let them 
cancel they will leave me negative feedback."

You were threatened, and they should be reported.

Keep all your e-mails.  Every last one of them.  
Leave them negative feedback, and if they give it 
back, explain yourself like some said.

Then, contact eBay.

They HAVE removed feedback under such harsh 
circumstances.  Just make sure you have proof, ok?

Hope this helps, and I wish you luck!

Kristina