What would you do?

Had a 3 item order at Kroger. 3 packs of diapers..simple enough. Well apparently this dude ordered the wrong size diapers, so after I checked out and was driving towards his house, he messages me to refund the diapers. I tell him I cant do that after checking out. He becomes belligerent and starts cursing me out. I get 6 messages back to back in regards to I need to return his stuff and void the order. Well since it was an online order, I have no receipt and can do no such thing. I dont want to go to his house because I care about my safty first, but I still have the diapers he purchased as well.