In Zentail you can Generate a Return Merchandise Authorization (RMA). This can be used to keep track of unresolved return requests. Generating an RMA in Zentail does not automatically send a notice to the Walmart customer. We would recommend that you respond to the customer with instructions on how to proceed with the return.
In Walmart's user interface, the order will still show a status of shipped, even after its been returned and/or refunded. However, you can can go through their Refunds tab to verify that your refund was processed. For instructions, please read the FAQ:
Verifying Walmart Refunds