Plug the name into Google. There are a few people with that actual name including a model and a mathematician. No clue if either one of those ripped you off on the Beanie Baby deal though.
The Russian spelling of it would be “Ольга Дементьева” which is a legitimate Russian name. I would spell it as Dementieva in English but there are no precise rules about this.
Made up how? Because it’s a bit generic? Both the forename and surname are common enough Russian names (tennis player Elena Dementieva being one relatively known example of the surname.)
Seeing as you are not a company that is required to do so, I see no reason to acquiesce to her request. If you’re wanting to be all nice about it, have her send it back, and offer to add the shipping costs back in on the refund once you get it back.
If you can’t guess, I suspect with the information given above that she is a fake. But even if she wasn’t, what’s unreasonable about my proposal?