Waiting weeks for items is not uncommon on International Shipments. Most international shipments take 30 days or longer.
Not receiving the items is a problem for both you and the seller. Are you only buying from listings where items are shipped via international mailing services? Possibly only buy where a seller ships USPS International Express Mail, Fed-Ex, or UPS. You will pay a much higher shipping cost but you will receive your items.
Have your sellers been entering shipping numbers in the transaction? The numbers being entered are customs numbers since most shipments to your country would be from another country. Have you contacted your country's Customs Office and asked about the missing shipments? Your Postal System? Have you received items after you were refunded for not receiving? Did you then repay the seller.
E-bay is monitoring refunds and cases opened on items not received. Too many cases and too many refunds due to an item not being received will result in you losing "Buyer Protection." E-bay is testing a global shipping service which will be made available to all E-bay sellers early next year. The service speeds items through customs and on to you.
For your sake it would be adviseable to find out if your customs office or postal system is known for losing items (shipments).