You said it was eBay. File a claim. eBay will freeze the funds that you paid them til it's resolved in their account. Of you send eBay that email with the pics, you'll win 110% for sure. You will, however, have to talk to them first, as eBay will want to try and have them either refund you or ship you a new set f lights before they force a refund.
Just an FYI. If had to do this a few times.
Daily: Audi S4 b5 | Project: <-- see other car