Merchant ask for phone verification to confirm Paypal payment

Hi , I bought service using unverified PayPal Account , and since my country not support via PayPal I create fake account .
when I make a purchase I fill PayPal account details using different country IP and suddenly they ask for 20% VAT tax .
I Used my real IP on purchase page (to get ride of VAT tax thing) filling my real address ,
and on PayPal confirm page I use account shipping address (different country ) .
Now the merchant want me to call them directly from PayPal account holder country to verify payment .
clearly I can't verify that account for them (even PayPal didn't ask me to do that ) ,
so should I forget about my money and delete my account with them . or ask for refund !