I've been in the same position you were. I've actually purchased 2 of these sirens from scrap cars only to find out later that the batteries are dead. These things are coming up to 10yrs old. It really doesn't make sense buying them used unless they are from a low mileage b7 or b8 Audi. I figured replacing the battery or buying new was the only option that makes sense.
If I we're in your position I'd contact the seller on eBay advising that the siren doesn't work. If he/she doesn't reply or refusing to help, open a dispute with eBay. They're good with resolving or getting your money back in a couple weeks.
I followed the repair process in the link below. Only I cut and resealed the box a lot more neat and evenly.
http://www.audiaddict.net/viewtopic.php?f=87&t=770
I've done the repair on 3 different sirens 6 months ago all with no problems. I'm in Toronto Canada but can work out something to ship a repaired one.
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